First of all Coach81 welcome to the wonderful world of the Nikon D5000!!! (and don't let any of those Canon Naysayers bother you, they're just jealous that you had enough sense to go with a Nikon.

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I don't know if I would necessarily do anything different. I also have the kit lens and the 55-200 lens. Sure I wish I also had a faster lens (especially for taking shots of my daughters gymnastics class), but I am learning so much with the lenses that I have. I do plan on getting a 1.8 (or if I'm really lucky, and I find a nice wad of cash just laying on the ground, a 1.4) as soon as I can afford it, but there is still so much that you can do with the kit and telephoto lenses. Plus, now I have something to look forward to.
I've made it a goal to try and learn at least 1 or 2 new features of my D5000 every week. And not just to learn what they are, but to actually learn the best ways to use them. I started a thread called "This week I'm working on..." to document my baby steps in this learning process, and it has become kind of popular for all of us newbies to learn some of these things together. Plus some of the better photographers will also occasionally add some very useful comments or suggestions to help us out as well. So if you get a chance check it out.
As others have said, the best thing you can do right now is just take as many photos that you can, and don't be afraid to experiment with the different features and settings. It might take a while to get comfortable with each setting, but since there is no film involved, it is a free learning experience.
Enjoy your new one-eyed friend.