yeah it's pretty overwhelming at first, that's why I didn't recommend getting into it immediately necessarily. reaper doesn't come with any sample libraries or anything either so you'll have to scavenge around for some things. just something to quickly get you started, if reaper doesn't have a sampler capable of loading soundfonts download this plugin
http://www.kvraudio.com/db/sfz_by_cakewalk
and then check out everything here
http://soundfonts.darkesword.com/
then you'll have to find out how to load it within reaper, differs from program to program but there should be a help file that you can reference, you'll probably need to look at it a lot anyway