The wireless issue is apparently a mac bug, but mostly crops up from people jailbreaking with blackra1n. Some people have been able to fix the issue by going into settings and resetting the wifi. Try going into your setting, forgetting the network, flip wifi on and off. Another thing to try is to completely restore the phone and start fresh. Unfortunately there isn't a cut and dry method to fix the issue, and there's a chance you may be SOL...
If you do get it working, there's lots of stuff to do. Since you have an ipod and not an iphone anything data related is obviously going to be restricted to wifi only.
If you want to test appstore apps out for free, check out appulous and hackulous. hackulous will give you the directions you need. xsellize is another great site. Surenix is over there.
Look into SSH to connect to the phone. WinSCP is a good program to connect to it. Once jailbroken you'll need to direct connect to mess with the file system.
There are tons of ways to customize your phone. Winterboard is the standard but I don't use it since it uses memory. You having a newer gen iPod you shouldn't have any issues with it. There are some other applications that can drastically change the layout of your springboard. Iconoclasm is one. Categories will allow you to use folders. I use Stack, great app.
There are a few emulators for the iphone, but personally i don't like the controls. There is a decent RPG called Song Summoners.
A lot more can be had with it if you do get it jailbroken. Oh, and stay away from Icy... stick with Cydia!
About 2 noob posts away from going ape sh*t

