Palettes are your friend!
Congrats on Joining the MAC world!
Pretty soon you'll be addicted, don't worry, it wont take long. But for now, beginners of MAC shadows love to aquire their cute little pots of fun. I use to love to line my up on my vanity and stare. However, once you start to get a few more, they can become a little messy. The palettes are such a help.
I have so many shadows now, I forget what colors I have. Palettes are great b/c you can easily store your shades and still see what great colors you can choose from for the day. They are easier to travel with, and less likely to break without all of the jumbling around.
As far as depotting, it's a breeze. Everyone has their own method. I know people who have put theirs in the oven (I have never tried that). My way involves pair of tweezers, a candle, and a butter knife. I take the tweezers, hold a shadow over the candle, wait for it to melt through (for both layers), and then I push it out with the knife. I'm sure there is an easier way, but that one works best for me.
As of now, I have 6 palettes of the 15 count (go for the big one, b/c it saves space instead of having 8 of the quads lying around). Trust me, as much as I love my individuals, the palettes were the best choice I ever made!
Good luck!