I'm one of those guys who climbs up the ladder to the high dive and jumps off, then realizes he doesn't know how to swim.
So I have a VPS, and I have no idea how to administer it. I understand one of the first things to do is secure it, and the first concrete step in that direction I've found so far is in moshen's comment:
Also, you should secure your SSH access as soon as possible. I recommend changing the default port, using key-based authentication and disabling password authentication and root logins (basically create a standard user account for you to log in with)
So far, all I know how to do is use my VPS provider's web interface to open a console with root access. So how do I follow moshen's advice?