Here is my advice. If you haven't already checked, go to Apple's iPod 101 page on their support site. It's really wonderful and helps people really understand how their new iPod works. here's a link for it
http://www.apple.com/support/ipod101/ If you have any specific questions please let me know.
Add songs from audio CDs
Using iTunes, you can add music to iTunes from your audio CD collection in few easy steps. Follow these steps to learn more.
Open iTunes and insert an audio CD into your computer's CD or DVD drive.
If your computer is connected to the Internet, iTunes will automatically look up information for the CD such as song name, album and artist. This feature will work with most commercially produced audio CDs.
To import all songs from the CD into your iTunes library, simply click the "Import CD" button in the lower right hand corner of the iTunes windows. If you prefer to import only a few songs, uncheck the checkbox next to the songs you don't want to import and then click "Import CD".
iTunes will show the progress of the import for each song selected. iTunes encodes content imported from audio CDs in AAC format at 128 kbps. This format provides high quality sound at small file sizes. If you prefer to encode content from audio CDs in MP3, WAV, AIFF, or Apple Lossless format or you want to convert a song you've already imported to a different format, review the information in support document #93123.
Adding content on your computer to iTunes
iTunes lets you add digital audio and video files on your computer directly to your iTunes library. You can add audio files that are in AAC, MP3, WAV, AIFF, Apple Lossless, or Audible.com (.aa) format. If you have unprotected WMA content, iTunes can convert these files to one of these formats. Video content in QuickTime or MPEG-4 format can also be added to iTunes. To learn how to add these files to iTunes follow the steps below.
Open iTunes
From the File menu, choose one of the following choices:
Mac
Add to Library
Windows
Add File to Library
Add Folder to Library
Navigate to and select the file or folder that you want to add
If iTunes is set to "Copy files to the iTunes Music folder when adding to library", iTunes will copy all content that is added to the iTunes library to the iTunes Music folder. The adjust this setting or change the location of this folder, go to the Advanced tab in iTunes preferences.
To add photos
iTunes 7 or later:
Connect your iPod to your computer.
Select the iPod icon when it appears in the iTunes window (below devices).
If the Photos pane does not show, click the Photos tab.
Select your photo syncing options.