HeKnowsNothing? Great username there buddy. Anyhow...it's alright man, I've asked the same question on a message board before. Basically to connect pedals, there's an input and output(these items are clearly marked as input and output, respectively), you plug a guitar cable into the input and another cable into the amp from the output. If you have more than 1 pedal it's the same thing except instead of going straight into the amp, your output cable goes into the input cable of your next effect pedal. That's pretty much it...it's simple. The cool thing about pedals are that theres no right or wrong way to "chain" them together, so you can come up with a lot of different sounds by changing the location of your pedal in the effects chain.
As for pedals...any pedal is fine at the moment. You just want something to mess around with. One thing that I did...and still do...is use a multi effects processor. Pretty much I bought the Digitech RP100 a couple years ago when I first started, and I thought I wasn't gonna use it long, but I've used it for years already. You can get a decent variety of sounds from it. They just released their new model the RP100A about sometime last year. Basically what it does, is it simulates different amps, mics and effect pedals so you can get just about any sound you want. I know for a fact that the Digitech RP series starts at a pretty low price...I know they have the RP50 which goes for like 50 bucks. And they also have their higher end stuff and the GNX line...which I hear is damn spiffy. =) Anyhow...If you want to get your hands on a bunch of effects but don't want to spend too much money at the moment, I highly recommend Digitech's RP series. One of the cool new things about the RP100A and it's other RP---A series are that they have some patches made by guys like Dan Donegan of Disturbed and Mike Einziger of Incubus. Theyre very cool. They let you make 40 of your own patches, which is basically a set of amps, mics, and fx all stored in one slot on the pedal. It's hard to explain. Once again...I highly recommend it if you dont wanna buy a lot of pedals at the moment.
