You will require a database to store data and to run SQL commands. When you start SQL*Plus, it will ask you for a username, password and host. SQL*Plus is what allows you to connect to your database. I think a good place for you to start is to review the Oracle Database 10g Release 2 (10.2) Concepts guide.
After reading the Concepts guide, you can go on to review other specific guides. Note that you will need to create an account on Oracle's Technology Web site before you can review the documentation (registration on OTN is free). If you are installing a different release of Oracle other than 10g, there is also documentation available for Oracle9i.
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