Unlike Windows, Linux has many desktops you can use. Gnome is one of these desktop enviroments. There is also KDE and Xfce, there are also windows managers, blackbox, fluxbox, windowmaker, etc.
Debian always has three different versions, stable, testing and unstable. As of now, Debian Sarge is the stable release, Etch is the testing release and Sid is always the unstable release. Etch has been locked and soon should be the stable release. Debian is all about stability and freedom. For a package to move from Sid to the stable release, a lot of testing is done first. This also means that the stable version doesn't have the latest and greatest, but it is very stable. I use testing because it is a bit more up-to-date and is very stable.
Unlike Windows, most programs in Linux can be installed with the help of a package manager. This makes sure that the application will run on your distro. Debian's package manager is apt-get. To install apache on Windows, you would need to download the zip file, unpack it and run the installer. In Debian I type:
apt-get install apache
and apache is installed. Synaptic is a front-end GUI for apt-get where you can browse the packages and choose which ones you want.
If you download the i386 netinstall cd, Gnome is installed by default. Linux has different run levels or operating modes. So, if you have a desktop installed, you don't need to run it.
Check out http://www.networkclue.com/os/Linux/run-levels.aspx
for a short explanation. X windows is what allows you to have a GUI, Gnome runs on top of X.