How long should I rest between sets?
This depends entirely what your goals are. If you're looking purely for size then 30-60 seconds is about right, never more than 90 seconds. If you train with a partner then it's easy to gauage this time as it usually takes 30-60 seconds for a set on an exercise.
If you're looking for strength, then 3-5 minutes is optimal. This is because it takes around 3 minutes for your creatine phosphate system to replenish. (Simply, you're muscles will have more energy within them).
How often should I train?
This again depends greatly on training intensity. However as a general rule you want at least a day of rest between resistance training sessions. (It can take up to a week to recover from your first squat sessions!)
Why are my muscles sore?
When you lift weights, you are literally causing micotrauma's (tiny tears) in the muscle fibres. This is why rest is so important between training sessions. You're muscles grow and repair during the rest days. Not in the gym. Overtraining can be worse than not training.
Should I wear gloves when lifting?
This depends much on personal preference, some people swear by them others can't wear them. However for lifts such as deadlift, gloves are definitely not reccomended. Invest in chalk if you have grip problems, it's cheap and much more effective. However if you're so intent on doing dumbbell curls then by all means wear gloves if it makes you feel better.
Where I can find out how to perform these exercises?
The best and most useful tool, youtube. Make sure that it's not some fool in his mum's basement and that it's in a decent gym being performed by someone who actually looks like they know what they are doing. If you're at a loss then here is a good place to start.
Do I have to use free weights?
Yes! No-one cares if you can chest press 120kg on the badly pivoted technogymextreme machine. Using free weights utilizes a lot more of your muscles which is why they are so effective. Use them.
What supplements should I use?
Myprotein is second to none. It's cheap and not full of crap. Don't waste your money on maximuscle supergain or big guns extreme powder. Diet is much more important.
Whey, caesin, creatine?
Studies have found that using whey and creatine provides the most effective improvements in muscle mass, than compared with whey alone, caesin alone or creatine alone. I personally would recommend myproteins whey isolate.
How do I tone up?
When people talk about toning a muscle what they actually mean (though they don't know it) is they want to improve the tonation of their muscle. In order to do this you need to have stronger/bigger muscles and less body fat. So depending on your body you need to weight train or do some HIIT.