Android for a newbie

I'm about to get my very first 'smart phone'; LG Optimus One through Optus. I've tried to do a bit of research into Android etc, but it's pretty confusing. Can anyone help with:-
1) Do I have to use the phone to search the android 'market' to find an app I like, and then somehow press a button and it downloads/installs nto the phone?
2) Is there an app that will let me listen to am radio stations?
3) Any good "Here is an easy to understand but comprehensive explanation of android and how it all works" kind of websites that you could direct me to?
1) Do I have to use the phone to search the android 'market' to find an app I like, and then somehow press a button and it downloads/installs nto the phone?
2) Is there an app that will let me listen to am radio stations?
3) Any good "Here is an easy to understand but comprehensive explanation of android and how it all works" kind of websites that you could direct me to?