For firewall, it's like .. a wall. You have limited openings. There is some traffic, so you need to get in and out, or just in or just out of some doors, and maybe need to use a window and let the dog out from dog door. So you define that 'this door will allow this and this person in and no one out' and so on. And for some door you need the key (which could be e.g. a kerberos ticket from the server in the real life).
If you don't know why you would need to have anyone get in and out from some door, then you want the door probably closed.
So if you aren't sure what let's say 'remote login' is then you don't need it. Keep it off until you know what it is, and why you need it. If in doubt, off is good for services in firewall.
2. It isn't that hard to use. But for average use, not much of a difference. It mostly prevents applications from connecting to random places in the internet, and from calling home etc. If you only use applications that are known good (so that have been around for a longer time, not from new or shady companies, and that have good reviews in versiontracker.com and no complaints e.g. here) you are most likely safe.
As having to use many Windows applications at work - I don't feel safe using any of Windows application unless I get a reference that something of some company is good (even if it was from the known big companies like Adobe or Google).