The lens alignment is marked with a red dot on the front of your camera and each lens you attach will have similar dot. This allows you to line up, twist and click the lens into place a little bit more easily. Practice changing the lens and become more comfortable handling your DSLR.
This dial is very important because it allows you to go fully automatic (like a point-and-shoot camera), fully manual (where you have control of all the settings) or somewhere in between. On most DSLR cameras, you can choose from a variety of modes such as sports, landscape, close-ups, night, portrait and more, depending on what type of pictures you'll be taking.
Program (P) mode is full automatic. Manual mode gives you full control. Aperture priority (Av) allows you to set the aperture of the lens while the camera sets the correct shutter speed. (Aperture is the opening in the lens that regulates how much light passes through.) This is great if you want control over the depth-of-field of your photos. Shutter priority (Tv) is the opposite -- you control the shutter speed while the camera automatically selects the aperture. This is widely used for sports or wildlife photos.
If you can't figure out some of the features on your camera, do a little research online. All Things Photography offers DSLR photography training for beginners. It teaches you about all the parts of your camera and includes basic photography tips to help you get the most out of your DSLR. Also refer to the manufacturer's website for more tips and instructions about your specific camera model.
After you have read up about your camera's buttons, features and capabilities, it's time to start shooting. Don't expect your first photographs to come out exactly how you want them. Practice makes perfect. Set your camera to automatic mode if you aren't comfortable fussing with all the settings. Start with simple still photography -- take still photos of your kids around the house, for example -- and keep practicing. Before you know it, you'll be shooting like a pro.