Newbie here...please help with pins/lanyards

[MI-Parrothead]

Hello, we are taking our five year old twin girls for their first Disney trip in November. My DH and I have only been twice in our lives, so we really are new to all of this! Can you please tell me how the pins and lanyards work? Should we take some with us and then how do you exchange them?

I've seen some buy on ebay ahead of time - any recommendations?

Thanks! jody