Congratulations on your new toy!
To answer your question: You do not need to know a lick about Linux to use the player. There are also many modifications you can do (insert new kernels, for example) that don't require Linux knowledge.
The only time you need to know linux is to do actual software development for the player (such as compiling programs and installing software).
As you await the arrival of your player, please take the time to read through all of the entries in the FAQ section of this BBS, especially the ones about preparing your MP3 files and tags.
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Tony Fabris