Please do the following tutorials
http://arduino.cc/en/Tutorial/Blink
http://arduino.cc/en/Tutorial/DigitalReadSerial
http://arduino.cc/en/Tutorial/AnalogReadSerial
http://arduino.cc/en/Tutorial/Fade
http://arduino.cc/en/Tutorial/Smoothing
http://arduino.cc/en/Tutorial/BlinkWithoutDelay
http://arduino.cc/en/Tutorial/Tone2
http://arduino.cc/en/Tutorial/Tone3