go read the tutorials and they will help. But to answer your questions directly -
1) I haven't even found out where to enter text to change "Your site name here" to my site name.
open the file themes/blackcandy/templates/page.ss. (assuming you are using the blackcandy theme - the default one). Your site name is between the h1 tags.
2) Is it possible to get the Navigation to be permanently displayed on the left of every page? Is that a complex process? How?
Open themes/blackcandy/templates/Layout/page.ss and you will see at the top
<% if Menu(2) %>
<% include SideBar %>
<div id="Content">
<% end_if %>
Remove the Ifs statements and you will get a sidebar on every page. You will also need to remove the <% if %> statements down the bottom of that same file -
<% if Menu(2) %>
</div>
<% end_if %>
So your themes/blackcandy/templates/Layout/page.ss file should be
-- Page.ss --
<div class="typography">
<% include SideBar %>
<div id="Content">
<% if Level(2) %>
<% include BreadCrumbs %>
<% end_if %>
<h2>$Title</h2>
$Content
$Form
$PageComments
</div>
</div>
--
3) Am I able to choose which headings go to the top Navigation bar if I also have a Nav bar on the left (I wouldn't want to repeat all the Nav on the top as well as at the side)?
The links in the top navigation are the top level pages and the sub pages on the left. To change this you really need to understand how SS works but it invovles opening the themes/blackcandy/templates/Includes/Sidebar.ss file and changing <% control Menu(2) %> to <% control Menu(1) %>.
But thats just a start, you might encounter a few bugs.