One cool thing to do is to set your camera on Shutter Speed Priority (Tv) and see what changing your shutter speed does for your pictures. I think the best place to see this is with water. I played with my shutter speed some this weekend so you could see the difference here. I will show the picture and give you the information on the shutter speed on top.
What you should notice in these first 2 pictures is that when my shutter speed is slower, the water looks more solid. That is because the shutter is open longer so the detail of the water runs together. The "f" is the size of your aperture. It changes with your shutter speed on Tv to help get the right amount of light in.
1/30 sec at f/20
When the shutter speed is faster (1/4000th), you can see more of the detail of the water.
OK you can see pretty good detail here in the water Ruthie was spraying in Trent's face. That was shot at 1/400 sec. and f/2.8
Can you see the difference here? This picture was shot at 1/6 sec and f/22
And for something in the middle, this was shot at 1/160 sec and f/7.1
Here is my final example for a little something non-water. I was trying to capture the sand falling out of Ruthie's hand because that is the entire point of this picture is capturing her play. This picture was shot at 1/3200 sec and f 1.8. That fast of a shutter speed was necessary not to miss the sand. Having my f that low is also what made the background blurry for me, but that is a lesson for another day.
Alright photographers, get out there and practice with your shutter speed. Remember, if you shoot in shutter speed priority (Tv), your aperture will be set automatically by your camera.