Well I don't know if I want to skip right to season 2 at whatever the new episode is.
And I just finished episode 2.
Oh stuff lol, okay then. Yeah, you'll be missing a lot if you skip episodes.
Enjoy season 1. My favorite episodes are 11 and 26, mainly because they have awesome musical pieces. :D
a Unicorn has a horn on it's forehead (that let's it levitate things?)
And use magic in general, yes.
and then there's regular ponies?
Earth ponies, yes. Applejack and Pinkie Pie are both Earth ponies. There are also alicorns, which are basically a combination of a unicorn and a pegasus. Princesses Celestia and Luna are alicorns.
And what are the girl of boy versions of these called?
Adult male ponies are called stallions, adult female ponies are called mares, young male ponies are called colts, and young female ponies are called fillies.
You should go hit up the MLP topic in Off Topic for more information. I warn you though, it can get a bit crazy in there at times.