Lot's of good advice above, but I have to disagree somewhat with symes on this. Although he's quite right in that the aperture does indeed radically effect the depth of field and what appears to be acceptably sharp in front of and behind the actual point of focus, it's really to do with the amount of light that the lens is allowing in. A small f number (say f/2.8) will let in a lot more light than a larger number (say f/16). Even that's confusing in that the smaller number is actually a larger aperture
Don't worry about it though, read up on it and try out various settings on the camera. After a while it will all start to make sense.