1) Is there any reason why you are using Redhat 8 - there have been 7 releases in the Redhat / Fedora line since RH8, and RH8 is now old and unsupported. I suggest you download Fedora Core 6 - you will have a much better experience with Linux.
2) Search around in the menus for the security settings. The default should block all incoming ports, so you shouldn't have anything to worry about.
3) Out of curiosity, what sort of Internet connection do you have? Most routers have a built-in firewall (but not as good as iptables). Also, if your router assigns your machine with a private IP address (192.168.x.x), then you have a "natural firewall" anyway.
I hope this helps