Okay, I resist the strong urge to bury you in information you don't need, I'll keep it simple.
Web pages are written in a special text format called html. You can write html manually using, a normal text editor like windows notepad, etc... Its really not that hard to do (if you really want to know more, just ask), but most people just don't want to. And that's fine.
Instead, (recommended for beginners and non-control-freaks ) you can use a graphical html editor such as Microsoft FrontPage Express (that comes with most versions of Windows newer than Windows 98 ). Many other graphical editors can be downloaded for free, search
www.freshmeat.net for a list of 'em.
Then, after you've got your .html files, just upload them to Geocities (or wherever) along with any images, sounds, and other things that they reference. (come to think of it, Geocities might have its own graphical editor you can use online ).
Also, remember the first page a user sees when they enter your website normally must be named "index.html", that is, when somebody goes to "http://www.blahblah.com", they are really looking at "http://www.blahblah.com/index.html". Everything else can be named WhateverYouWant.html .
To answer your question about links, in graphical editors there is usually a link-of-chain or little anchor icon, or look for something that says "insert anchor" or "insert hyperlink" or even "insert link" there's usually something close to one of those terms used to describe it.
(and if they ask for a "href" that's just another name for the "http://blahblah" you want to link to)
I hope that helps!