When you get your Kindle, you will see something called "archives" on it. To download books you've already got (free or paid for) from Amazon just click in there and select a book to download - it will tell you to switch on the wifi/3G to do so. You can only download one at a time but it us surprisingly quick and you don't need to wait for one to download before clicking on another.
Project G just visit the www on your kindle web browser - search for the mobile version of it on google - and you can browse and download away right from there. Very easy to use.
It is very exciting - congrats