new mac user-question on iTunes

What this means is, quite simply, this:

If you're on the Internet and you download an audio file (or reference to an Internet radio stream) that iTunes can handle, if you choose yes, iTunes will handle it by default. Otherwise, iTunes won't. Usually "handling" means playing back the audio, but iTunes can also do some other things with it, such as adding the file to its library and examining its volume for Sound Check purposes.

 

It also refers to setting up file assignments for the OS so that files without pre-existing Type and Creator codes are given them.

iTunes should be a good choice for you. Should you at some point obtain another media player (say, for instance, VideoLAN Client -- aka "VLC") you can always right-click on the file in question, highlight "Open With" and then pick an alternate viewer/player from the pop-up menu.

I very rarely listen to music on any of my Macs with something other than iTunes, and those occasions are so rare and specialized that the slight extra inconvenience associated with the right-click method listed above is insignificant.