hi nica, welcome ! you'll soon find that this community loves authors who are making ebooks and will enthusiastically help you with any questions you might have.
since you're just starting out, i'd like to strongly recommend you learn to create epub files to start with as a best practice ; epub is the new industry standard and can be read natively on some devices or easily converted to other popular formats like mobipocket. it's the most versatile and robust format available and will continue to improve.
depending on your needs and skill level there are many ways to do this, have a look around the forums to start with and don't hesitate to post questions. take a look at calibre as well (there's a dedicated forum) for a useful conversion / library management app.
i'm sure you'll soon be making ebooks like a pro.