Yes, welcome and hope you are enjoying your new reader.
Be sure to check out your local libraries to see if any of them are offering e-book lending services through 'Overdrive'.
Sometimes Kobo, Sony, B&N and Amazon will have similar promotional books, because sometimes it's the publisher running the promotion, but this is rare.
As far as the compatibility of books from Amazon and Barnes and Nobel goes, unfortunately, as already stated, these guys have formats that are not directly compatible with your Sony reader.
Both Amazon and Barnes and Nobel do have FREE 'apps' for your PC or Mac that will usually let you download those freebie books and read them on your computer.
So if you want the Kindle or B&N freebies, then install their FREE Reader apps and use them to grab the books you want.
I know that this situation with e-books from different sources being incompatible is annoying.
Google around and you may find that their are ways to 'unswindle' that Kindle book, or deal with those pesky 'ignoble' B&N books.
Also, be sure to check out the incredible free
Calibre e-book library software. By itself this program can't help you with DRM issues, because the author wisely doesn't want to get into hassles about DRM.
Calibre is a wonderfully
flexible program though, with lots of nice 'plugins'
For some really nicely formatted totally free EPUB books with NO DRM HASSLES, you might want to also check out the Public Domain section of
feedbooks.com
They have thousands of really nicely formatted EPUB titles, including public domain classics by the likes of Arthur Conan Doyle, Mark Twain, Edgar Rice Burroughs, H.G. Wells, etc. plus more recent titles donated by lesser known contemporary authors who are hoping to impress you with their work.
Just be sure to download in EPUB format and you can use either Calibre or the Sony Reader Library to import them and send them to your reader.