Here's what I would do with the Phone when you get it.
1) activate it
2) use it for a day or two and figure out how it works, ask questions and search here for things you want to do or to inquire about something.
3) When you are comfortable with the phone, if you decide you want to roll with windows 6.5 (and I would strongly suggest you do) then we will get you to unlock the phone and flash a ROM.
4) You will soon see what you like/don't like about certain ROMs, and then you want to download a kitchen, which is not hard to work with to add things/ customize how you want your own custom ROM to be.
It is not hard to learn if you do it in the right gradient, it will all come to you. I know exactly how you feel because I recently got an android phone and I was trying to root (unlock the file system access) and flash android 2.1 on my phone which is a lot more complicated than winmo. You will get it