Hi,

I have a wordpress blog already. I want to become a more advanced user so I install wordpress. However, what setting should I change in the file?
Mainly wp-config-sample.php? Any other things I could do?

Thanks.

are you moving your old blog to the new installed?

to further explain, i have a blog set up without phpadmin, just use simple web for login.
now i want to use plugin, phpadmin, theme, etc
So, can i say i am moving the old to a new and customize the new one?

Do you have it hosted on wordpress.com? If so, you should consider moving it to another server, since it will allow more flexibility

no, i have not hosted it on wordpress.com.
Does that mean i have to host it on any web hosting before using these advanced techniques?

other than wordpress.com, yes. This allows you to change several features that you will not be able to change there.

If you have an old version of wordpress, I recommend updating it. If you're migrating your blog from one host to another, wordpress has the functionality for that.

Here's a good place to start with advanced wordpress, and the internet is full with ideas for your blog.