I am very new to jailbreaking also, I jailbroke it in my first try EVER with no problems. I highly recommend doing it, if you dont plan on UNLOCKING in the future. Winterboard is a program that you can change every aspect of the phone to your liking..such as the unlock background, unlock icon, background wallpaper,etc.
I have mine on Time of the Day wallpaper running on winterboard, which is a theme that changes the background wallpaper matching the time of the day 7am(sunrise photo) 5pm (dusk photo) 8pm(night photo,
shown below) and customized ATT logo replaced the boring text as shown here-->( AT&T ).
and also customized my locked screen with a new wallpaper...(REMEMBER: HAVE TO JAILBREAK IN ORDER TO GET CYDIA TO DOWNLOAD Winterboard)
FYI; I get excellent service with AT&T have not been to a spot that is dead. Get 3G four bars steadily, however when im near the laptop it seems to be effected at times.(as shown in photos).
Hope I convinced you to Jailbreak, I jail broke my phone within an hour after activating my phone. LOL