Which of the numerous CD images should I download? Do I need all of them?
No, you only need the CD images for your computer's architecture. The architecture is the type of hardware your computer uses. By far the most popular one is the Intel architecture, so most people will only want to get the images for "i386".
Furthermore, in most cases it is not necessary to download all of the images for your architecture. The packages on the CDs are sorted by popularity: CD 1 contains the installation system and the most popular packages. CD 2 contains slightly less popular ones, CD 3 even less popular ones, etc. You will probably not need CD 3 and higher unless you have very special requirements. (And in case you happen to need a package later on which is not on one of the CDs you downloaded, you can always install that package directly from the Internet.)
Finally, for each architecture there are two versions of the first CD, the normal and the non-US version. You only need one of these! See below for details.
http://www.debian.org/CD/faq/#which-cd
You might want to try out a debian-based distro like Ubuntu or SimplyMepis for their newb appeal.