There are some really good reads both here and at XDA. Glad you are back up and running. I miss the winmo days. They were much easier but Android is a much better phone. Please feel free to ask questions and I will answer what I can. Do try to search first as that will probably yield faster results...

There are many advantages to going with a custom ROM. Odin is there so you can always go back to stock. Don't check anything other then what is already checked when you launch odin. Select the pit file provided and load the .tar with the pda button. This will flash the ROM, modem and kernel. The only time you touch the phone button is to flash a modem.bin (pretty rare). That's it. Your phone will reboot and be back to stock (some odin restores include root and clockwork as well. They are typically called extended versions).