If you still don't know what the heck RSS is, help is here... in the form of a very entertaining, informative and brief video clip.
Among other things, the video also explains what those icons littering websites mean!
These days, more and more websites are being created (or upgraded, as I hope mine soon will be) with blogging software. The neat thing is that most blogging platforms have RSS feeds built in, so you don't have to worry about html code and all that geeky stuff.
It's important to understand that most traditional websites (those created before RSS was!) generally don't have RSS feeds, whereas blogs do. The other important thing to note is that those sites without RSS feeds will soon be dropping to the bottom of the search engine lists (they are already, actually).
The video is here. Well worth the few minutes spent watching it.