The former "core" modules such as Events, Form and List, Feedback, etc. are still available but no longer bundled in the DotNetNuke install packages as each has its own project page and available downloads on http://codeplex.com. If you browse to http://dotnetnuke.codeplex.com you will find links to all of these under the heading "Related Projects". The HTML/Text, Journal, Core Messaging and Notifications, Groups, Member Directory and the various administrative modules are all included in the DNN package and are installed automatically.
The best listing of free, open source extensions for DotNetNuke is found in the Extensions Forge on this site. Although nearly all of the extensions listed in the DotNetNuke Store are not free or open source, there are some excellent ones at very low cost.
As far as which extensions are a "must" to install when building a DNN site, it all depends on the site's purpose. I find that I use Events, Form and List, Feedback, Documents, and Announcements on most sites (primarily non-profit organizations) I build along with one of the commercially available gallery type modules.
For best practices and tutorials, be sure to check out the Resources tab of this site where you'll find on-line manuals, a Wiki, and many training videos.