I agree that there's no substitute for simply doing a lot of reading, but I'll try and point you in the right direction on a couple of things.
To save your SHSH blobs you need to get TinyUmbrella (or Cydia may have already saved them for you...when you open Cydia, look at the top and in green it should say something like "This device has SHSHs on file for iPhone 0S/iOS 4.0, 4.0.1, etc). If Cydia doesn't have them, TinyUmbrella will allow you to grab them and save them to your PC/Mac so if you ever need to restore to whatever firmware you're on now, you can.
As far as backing up your jailbroken apps, I recommend PkgBackup from Cydia. It's always worked well for me. There are other similar apps out there that others might like better, but from personal experience, I like this one.
I can't really help you with SSHing...lol...I'm still reading up and learning about it myself, so I don't want to steer you in the wrong direction on that.