Well, a few versions ago Blender implemented a completely new animation system involving bone modifiers... I didn't pay much attention to it, because at that stage, it didn't work properly with the .x exporter (I'm not even sure if it works now). So I've been using the old system of creating a separate skeleton object, making it the parent of a mesh, and creating vertex groups for each bone (if I get around to it, I'll explain this in a tutorial).
But I digress.
I wouldn't try exporting an animated object from blender if you're a newbie. If the process isn't done
exactly right, the model that comes out of the pipeline will be junk... Even I manage to get it wrong half the time (there are so many things to remember!).
UV mapping is also tricky if you don't know what you're doing, but it's less tricky than animation. If you aren't familiar with at least half of the buttons on the Blender UI, I would wait a while before attempting to make a UV mapped object.
If you're really inexperienced with Blender, the best way to learn about it is to just play around and try new things. Make some crazy models, get yourself some tutorials and just have fun. The more you use Blender, the better you'll get at it. Cliche, I know, but true.