No problem, it took me a while to get used to it too and I'm still learning after two years on Macs. At first, I think I spent more time reading the Help files than working the computer. This forum was a big help too.
Those icons for the HD drive and thumb drives are access points to those drives. They're a bit different than aliases. When you drag a thumb drive, or CD icon to the trash it "unmounts" the drive, or closes the access point and prepares the drive so that you can remove it. Like clicking on that green icon in the Taskbar in Windows. The one on top is your primary HD and I don't think you can trash that. It can't be umounted while it's running the Operating System.
Aliases, I guess, are more like Shortcuts in Windows.
As for the icons in the Dock, if you happen to accidently drag one of -- Poof! Don't worry, just go to the application folder, find the icon for the app and drag it wherever you want on the Dock. These work kinda like aliases, too.
One last thing, if you're not sure what a desktop icon represents, you can right-click, or control + click it and select Get Info it will give all the Properties associated with that icon whether its a volume, file, app., or alias, etc.
Hope this helps.