Chrissy,
I haven't been at this too long, but I learned a lesson the hard way. ALWAYS set up a separate folder for your embroidery files and ALWAYS ALWAYS create some sort of subfolder system. In other words, don't dump every file you buy or download into one big folder. In super short order, you'll have a mess that will make you hate to even look in that folder!
I've just spent most of a month (not every minute, but it sure seems that way) organizing my 600+ embroidery files. I had unzipped my packs of designs into individual files, not keeping related files together, so my folder was awful! A lot of my designs were named with numbers, not descriptions, so I had no idea what 2590010.pes was. I sat down with the receipts where I bought the files and renamed every one of the single files to the name the source company had used. Then, I made folders that were the names of my design packs and moved all the designs that belonged in those packs into the new folders. I didn't rename each of the files inside the folders, because the folder name let me know what the designs were and my editing software let me preview the designs before I opened them.
As for the rest, all I can say is, have fun. This is supposed to be a hobby (unless you are planning to sell your embroidery right away), so play with the machine and designs and see what you can do.
Enjoy,
Pat