Now that you are done Installing Drupal 7 you can add additional functionality to your site by Installing contributed modules, or you can customize the look and style of you site by Installing contributed themes.
The standard installation of Drupal core is both limited in functionality, and is rather plain looking. Drupal has been designed, however, to be modular so that it is easily extensible with additional modules and themes.
Each of the multitude of additional modules and themes available at Drupal.org is referred to as a 'project', and all of them are free of charge. They are often called 'contrib' because they were contributed by Drupal community members just like you.
In many cases you will discover that someone has already written, and uploaded to Drupal.org, a project that provides exactly what you are looking for.
The process of finding a module or theme to use, and the process of importing it into your site, is essentially the same for both modules and themes.
Modules provide functionality to your site, and the 'core modules', which are included in a standard installation, provide all of the basic functions that most sites need.
Some of the core modules, however, are not enabled (turned on) by default. Therefore, you might want to examine the module list on the 'Modules' page of your site to see whether or not some functionality you seek is available from a core module that is not enabled, before you spend time investigating contrib modules.
The page Installing contributed modules is a fairly complete guide for absolute beginners. It includes helpful information, not only for contrib modules, but Drupal core modules as well.
If your primary interest is installing a new theme, the Installing contributed modules page provides detailed instructions on finding and importing a project, whether that be a module or theme. Currently, the Installing contributed themes page is less complete, but is where you can then continue after you have your theme imported into your site.
You should not directly alter core modules or core themes, because those changes would be over-written every time you apply a security/ bug-fix update for Drupal, which is released every month or so.
For more advanced 'development' information about customizing existing projects, or creating your own, see related content below.