I have a Kindle and love it. There are many free books available on the Amazon Kindle site (in addition to the older non-copyrighted books); some are current authors but most are independent, or"indie", authors. There's a whole range of indie authors from Christian fiction to vampire stories. You can also find free books on several other sites, such as Smashwords.com. If you go to the Amazon home site, then search in the Kindle store, you'll see a link to Discussions (at the top). This is very helpful to new owners. Anything you need to know can be answered by someone. There's also the support section which someone already mentioned. As for transferring books to the Kindle, you can transfer with the 3G or the WiFi, or with a USB to your computer. If you get your Kindle full with the 3000+ books it'll hold, you can remove from the Kindle and keep it in Archives in your Amazon account.
Just a word of "caution". You cannot download books from libraries to a Kindle. Some who buy the Kindle are disappointed to learn this. The Kindle doesn't support the .epub format which is what libraries use. The Sony reader does, and there may be others like the Nook and Kobo. If you're interested in downloading current books and not paying for them, you might want to consider a reader other than a Kindle.
Probably more information than you were looking for LOL! I'm just passionate about my Kindle :-)