Welcome to PS Gurus,
joanykins!
A few concepts to help you get started:
Start with the Toolbar To do anything in Photoshop, you need a tool. Granted, the toolbar can look intimidating, but hover your mouse over a tool and you'll get a "tooltip" that tells you what it is.
Tip: A tool icon that has a tiny arrow thingy (that's the technical term) on it has a hidden tool. Click and hold your mouse button to see and select it. For example, hold down the Marquee tool (first on the top left) and you'll see the Eliptical Marquee.
The options bar is tool context-sensitive. That is, it changes dynamically according to the tool you use. For example, as you've found, when you select the Paintbrush you'll see options for the brush.
Selections and Masks aren't exactly the same, but they work together. The QuickMask shows you that immediately; it changes a selection to a mask; clicking on the icon next to it gets you back to your selection. In QuickMask, brushing on the mask adds or subtracts from the mask,
and the resulting selection. That's why you saw when you have no selection, you have no mask, either so QuickMask can't show you one.
I highly recommend Mark's (The Keeper's) excellent tutorials for beginners, particularly the
Learning fundamentals. I just wish they'd been there when I started with Photoshop!