Welcome to the wonderful world of node.js!
I myself also began to study node.js and often asked myself: "what is express"? "Why use express over node?" and etc.
Express is a fantastic web structure, so you can create reliable applications with a lot of difficult things done for you :)
I highly recommend reading his examples to feel how it all adds up: https://github.com/visionmedia/express/tree/master/examples
I found this screen very useful in myself, learning the basics: http://vimeo.com/38136668
Proloser explains how to launch a new express application, how to connect it to mongodb and explain how and why everything works :) He created it for new nodes.
Our noders go to irc.freenode.net in the channel # node.js. Come and ask any questions you have, and we will help you set up :)
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