I would like to get one of these but have no knowledge of what type to get, or even how they work. Please could someone fill me in and also tell me a good type to get?
By the largest capacity you can afford. Plug it into the USB port and it will show as a removable drive, with a different letter to your hard drives, cd drives and so on.
You will be able to move files, copy files and save files to and from the memory stick in exactly the same way as you move files to existing drives.
Then if you wished you could plug it in to a different pc and transfer files.
Here is a selection of usb drives - I don't know what you want it for so can't guide you on the size. Mine is only half a gigabyte because I use it only for transferring data from one pc to another.