Welcome to the forums and also congratulations on selecting a true mulitasking device that integrates and manages your life without getting in the way of it or being a status quo.
First I would suggest doing a search of these boards - and checking out the ever evolving and helpful FAQ's link at the very top of the main page.
For now ...
1. Press & hold the Menu key (RIM's BB symbol button just left of the trackpad); scrolling left or right shows which apps are running: Phone, Browser, Messages always run even when you exit them for obvious reasons.
2. In ANY applications (sorry 98% of them - few don't follow the API rules) Press Menu Key> then scroll to the bottom and select "Switch Application"; this is essentially what you're doing in #1 above.
Cheers and try a search for the newbie questions you may have ... when they don't work or you're not understanding what you've found - at least we know you've tried the search.
Either way we're always here to help and again enjoy your new BOLD; Fellow Canadian.
Senior help desk administrator (rim_db_admin_sr_helpdesk) Serious Mobile