I join dreams in welcoming you to mobilereads
I also second the idea of getting Calibre. If you plan to buy ebooks from the Sony store then you would need to install the Sony software, if not then just use Calibre. Calibre can format your books nicely into ePubs. Note in the convert setup you can set the margins, and be sure to select your PRS-600 has the output to format too. Just play with a few books to set it up the way you like, and then you can bulk format.
Since you have a PSP, you probably have an AC charger that will also charge your new reader. If your current charger has the round "barrel" type connection, it will also work on your reader. It is preferred to charge it that way, as opposed to the USB.
I do not where you are located, but i assume outside the US. Booksonboard is a good shop (adding too the ones dream suggested) and Kobo is good, but not aware if you will be able to buy from them being outside the US.
Have fun getting all set up!