Put aside some time – I used to spend a few hours – and browse the repository. Use synaptic first, which is a front-end to the apt package management system. Later, you can expand, learning the ins and outs of aptitude, dselect, apt-get, dpkg, etc. (Note that you shouldn’t really need anything beyond synaptic, but it’s good to know others – at least, that they exist.)
FYI, I think that sudo is short for “substitute user do”. That is, execute a command (i.e., “do”) as a different user. Perhaps it’ll be easier to remember if you have it explained. There’s also the su command, which lets you assume another user’s identity.
As zwede says, use the repositories. It’s not only safer, but incredibly easy. And there’s sooooo much software at your fingertips…
Oh, one other thing – command line stuff. IMHO, well-designed GUI software is simply a front-end to a command-line executable (separation of function from presentation). Many, if not most, linux packages are; Windows software often fails miserably on this count. A brief list of helpful command-line commands, leaving out the basics of directory traversal, file searching, and such:
[li]man – short for “manpage”, displays documentation for a command. Too often, very badly written documentation. Yes, you can do “man man”. Also, some packages use “info”.[/li][li]command -h (or --help) – will print a brief synopsis of command line options for command. Sometimes -h will work, sometimes --help, sometimes both, rarely neither. It’s dependent on the author.[/li][li]apropos – searches the man pages for keywords[/li][li]locate – finds files (must be indexed by updatedb)[/li][li]uname – prints system information[/li][li]whoami – prints your effective user id[/li][/ul]
Naturally, there’s a lot more to know; just google “linux cheat sheet” for a selection.