Music players for Linux

Music players in Linux are a varied lot. Some play only one format, some play all, and most can be configured to play everything. (Bad sentence, but I tried.) Getting Linux may be a giant step for man (you), or not. So if you've gone ahead with it, and gotten Fedora, Ubuntu, PCLinuxOS, Slackware, Mandriva, or any one of the hundreds of distributions on the the Wild Wild Web, get this: it's not Windows. For starters, you can really do anything you want without paying a cent, and with so much to choose from.
Now, about music (and video). There truly are no media players that can do everything you need, whether playing mp3 (a proprietary format, more about that later) or .AVI video files. Having four or more is the norm, with no real limit on how many you can have. I have 44, and I use 10 regularly. Many come if you add the KDE entertainment package from the add/remove applications menu. Their names are usually preceded by K-. Let's start with a basic list.
MPlayer plays video files when configured correctly. (For information on how to configure MPlayer, click here.)
VLC media player is much praised, but I don't use it.
Sound Juicer CD Extractor, while not strictly a media player, is really useful for CD burning.
Songbird is one of the best media players (though that's subjective). It is browser based, and sports nice skins and organizational abilities. It is a good replacement for Realplayer in that it effectively lists your music in the Library by album, artist, year, or what not. (Realplayer for Linux doesn't do much more than play music, and that's it.) Songbird is in its 0.4 release, still in development. As I have it configured, it sits in a folder on my desktop that I have to open to get at it, and click to run.
That should get you started. Ask around and Google for other media players.
P.S. Linux generally uses open-source formats, like OGG and FLAC. These are lossless music codecs, meaning that unlike low quality mp3 files, these can preserve the original bit rate of the music on CD (and is generally considered High Fidelity audio) and most CD burners will burn to them. mp3 is proprietary, and Linux, being free and not wanting to wrangle with lawyers about download and playback issues, uses free codecs. You can pretty easily get the requisite codecs for mp3 files though, and play them on Linux, so don't worry. Have fun!