Hi Alan! Always remember that everyone's got to start somewhere!
A 'pop up' is an extra window that appears sometimes when you open a web page. Usually it's just an advertisement (many websites, particularly ones put up for free, contain ads in some form to help pay for a site) which is harmless and you can ignore it - I don't recommend clicking on one, though.
In other cases the extra window might appear asking your permission to download a file. This window is created by your computer because it detects that a file is wanting to be downloaded and intercedes to ask your permission first. The file it wants you to download may be harmless (for example a software program to run a movie or something) or it may be very harmful. As Stewart said, I would recommend at this stage that you don't download this (ie: read the message that appears and elect NOT to download the file, which is usually clickinging the 'No' button). As you become more experienced you'll learn which are programs to download and which ones are best left alone.
To start using the web I recommend going to
www.google.com. This is called a 'Search Engine'. When you type in key words it searches through most of the internet pages and gives you a list of results that match your search criteria. This may be compared to openning up an encyclopedia and looking in the index, although it's far more thorough than that.
For example if you open up Google and type in "Jokes", then it will likely give you millions of results (you can see how many results you get by looking in the top right hand corner of the page). Same as if you type in "Games". If you're just doing a general search for some fun things this is fine. If you are after something more specific, though, you might want to use multiple key words. For example if you type in "Jokes Elephant" it will give you pages that contain the words 'jokes' and 'elephant' - likely to be elephant jokes. Likewise if you type in "Card Games" it will give you pages that contain the words 'card' and 'games' and you may find card games to play. The best thing to do is jump in feet first and don't be afraid to ask questions!
Enjoy!