hi tnreader, welcome to mobileread ! sorry you're having such a hard time getting started ; like others have said, you'll soon get it figured out and then you'll love it !
if the ereader books were a gift that someone else bought for you from fictionwise, i recommend contacting them to see whether they could be exchanged for another format. explain the situation, and tell them you're not sure what to do with these ereader format books, and would it be possible to exchange them for a different format. fictionwise is usually very responsive and most people have had really good experiences with their customer service.
the best format for the sony is epub, and it also reads lrf natively (that's sony's proprietary format).
if neither of those formats are available for the books you've got on your bookshelf, then the easiest / best formats for conversion are Lit (best choice) and then mobipocket.
good luck ! hopefully you'll get it all sorted soon.
in the meantime, take a look at our free ebooks right here (click the "ebooks" link in the blue nav bar at the top of the page) so you'll have something to read right away ! you'll want the epub or lrf formats. no drm, and no conversion needed, for those.