Thanks, a lot of information. could you recommend a website that might have a good tutorial, video or text that might help explain some of this stuff?

What is everyone talking about? Lets all try to use the proper words when referring to what we are talking about. Whether it is a paper wallet or web wallet or cold storage( Is cold storage a wallet or a private address? (1) First what is the difference between a wallet and an address. Is a wallet an address or can a wallet hold several address's? (2) When someone says that they got change from a wallet, don't they really mean from a public address? .... why would anyone want to put change into a wallet that had coin in it that can be used to try and track your paths? Why doesn't all change go into a new public address. when do you use your private address? 
So we have to check with a merchant to see where they are going to put change or can we tell them where to put it?

Hi, been in bitcoin for about three weeks now. I am running two R-Box rockminers with cgminer on an old desktop with windows 7- Getting about 70 ghs. I bought half a bitcoin at coinbase and about $20.00 USD on Mycileum on my android phone.  I can follow instructions on how to do anything. I will be creating cold storage very soon. But what I don’t understand is….I keep coming across stories about people “losing” bitcoins while paying for something because of change addresses. I don’t even know how to ask my questions about this.
If I don’t use all of my bitcoins in a web or online wallet, after I pay for something, where does my “change” end up? Does it go to a new public address with my private Key? Or does it have a new private key? Does it stay in my wallet, or is something else going on?