Help: Total mac noob

DS_Store is just a hidden file that finder will create for each folder after the first time you open it. It stores some data about preferences. Windows has the same (Thumbs.DB, desktop.ini).

Those files will disappear if you disable to show hidden files. That is disabled by default so you must have turned it on yourself. Just undo that and you won't see confusing files that don't matter.
You can delete all of those but they will just show up again everytime you use finder. They are like magic candles.

Windows doesn't understand that these files are supposed to be hidden and will show them. Same way OSX sometimes doesn't understand that Thumbs.DB etc. should be hidden.

I myself was never fond of finder and found it considerably lacking. I suggest Pathfinder which is more up to par with Windows Explorer, Linux Konqueror and such.
There should be a Devices in the left pane through which you can access your HDD. If not hit CMD+, to get to the preferences and select the stuff you want to see in the sidebar.
I personally disable harddisks on the desktop. I ever only use my desktop as a temporary file dump and nothing else.