Did you get a copy of Picture Project with your camera?
If so it will open and edit the raw files from your camera. Nikon raw files are NEF files, i.e. they will be called something like DSC_1234.NEF.
Picture Project is quite basic but it does allow you to make a few important adjustments to the raw file.
Some people have very strong views on raw or JPEG but IMO both have their uses, it depends on the situation. If you understand and get to know the camera settings then JPEG, where all adjustments are carried out in camera, can give excellent results without much time spent on the computer. Lots of professionals shoot JPEG for that reason - if you are working to a deadline you do not want to spend time on PP. You can edit JPEGs on the computer but not as effectively as raw files as they contain less data. Each time you save a JPEG the changes you made are fixed you cannot go back and undo them without the quality suffering.
If you want to edit the picture on the computer then raw is better. The raw image contains a lot more data and you can make finer adjustments than the camera processing does and it also allows you to see the effect of an adjustment and then change it if you want. If you get the camera editing settings wrong you can just change them without a problem. The edits to a raw file do not change the actual image data but act as a kind of filter which the image goes through before it is shown on screen or printed, you can therefore remove or change the edits without the picture quality being affected.
Have a look here for more info on raw
http://www.ronbigelow.com/articles/articles.htm the raw articles are down the bottom on the RH side, if they are a bit technical just read the last bit of Why RAW -- Part III.
Above all don't worry about it, just take a few shots around the house or outside in raw and have a play.