The iPod is a music player like any other MP3 player. It's not called an MP3 player because they use a different technology by default for storing their music.
You will need a computer with a USB connection (preferably USB 2.0, which it should have if it's a newer computer) and iTunes, which is free to download from the internet. You can either import your own music into iTunes or buy it from their store for $.99 per song.
There are three types of iPods:
1)
The iPod Shuffle
A tiny player that lets you put up to 240 songs on it and will play them randomly.
2)
The iPod Nano
This player is small with a screen that lets you scroll through music, can store up to 2000 songs depending on what size hard drive in it you get.
3)
The iPod
This player can store up to 20,000 songs, but can also display photos and can play movies. (I have this one, it's great to keep my 3 year old entertained when necessary.)
If you want movies, games and photos, then you want the 3rd one.
If you want just music, lots of it, get the 2nd one.
If you want a little player that will let you load and randomize, then go for 1.
Let me know if you have more specific questions.