Please, give me the best, easiest-to-understand tutorial for a beginner setting up a mail server.
You bought a domain? Through which reseller? They usually provide you with mail server configuration. If you don't have these services available - I can recommend creating a Google Apps account. Then update your DNS MX records to those of Google Apps and you're able to use (and manage) mail accounts for your domain through Gmail (which offers excellent spam filtering).
Google Apps: http://www.google.com/apps/