Here are some tips:
The faster you lose AOL, the better you will be. A standard dialup ISP is cheaper, and you can do all of the things in it that you can do with AOL.
Firewalls are built into Linux. Sort of. They do what firewalls are supposed to do-- block ports. Since your standard Linux installation is
usually pretty secure, and in a desktop install, many ports are already closed, the defaults are fine. Even remote access things like SSH have root login disabled, so that's one less hole to worry about.
If you switch over to a high speed connection, you might want to invest in a router, and use it as a hardware firewall. Just plug it in, and you've got all of the box's ports hidden.
If your hardware is pretty standard stuff, you should be in good shape. Since you purchased a boxed set, you get the
excellent manuals SuSE provides. That's going to go a long way in getting you up and going.
Can Linux be as easy and as intuitive as Windows (which I have to say, I doubt! haha)?
I'll answer that with a question of my own-- When you first used Windows, were you an expert at it?
...That's about all you'll need to concern yourself with just yet. My advice, when starting up, is to knock your problems down one at a time. Don't start with a laundry list. Get your email working, then get your sound working, etc. Focus on one problem, learn how to fix it, and why what you did fixed it. Then, learn how to prevent the problem from happening moving forward. That's the best advice I can give you as a new Linux user.