If you use the Install package you can remove one layer of confusion. Just install, and browse to your installation's default portal (web site).
Download the Quick Start Guide.
Look at the Getting Started page here under Support.
Run out and purchase a book about DotNetNuke.
As for programming, it's best to see what you can do with the modules that come with DotNetNuke, the fairly large library of free modules that you'll find by Googling about, and the commercial module ecosystem exemplified by the DotNetNuke Marketplace and Snowcovered.com.
Write a custom module should, IMHO, be the very last option on the list of things to do when creating a DotNetNuke website. Spend your time, instead, learning about DotNetNuke skins so that your sites look good, have appeal, and can't be identified at first blush as typical DotNetNuke sites.
Oh, and if it comes to writing custom code, you can use c# or any other language supported by .NET.