Here is a care package of books to get you started:
Books (116 MB ZIP)
You can either install these by copying the files to the ‘Documents’ folder on the Kindle, or by using software like Calibre to manage your library. Kindle can natively open PDFs, text files, and MOBI files (and Amazon’s AZW, which is MOBI + Digital Rights Management i.e. copy protection). Calibre has the advantage of being able to convert from other e-book formats, e.g. from EPUB format that some libraries use.
From there I think it should probably work standalone, but to buy e-books from Amazon you need to link it to your Amazon account (Manage Your Devices -> “Register a Kindle”), and connect to WiFi for it to sync down any new files. Amazon also gives you an email address which you can use to send documents to the Kindle, but generally I don’t use it because I don’t much like the idea of them being able to track my documents.
Of course you can also find e-books on the Net in various places. The site I’ve found most useful is freebookspot.es, though downloading the actual files does involve navigating various file download services that try every trick in the book to try to get you to pay for ‘premium’. For classics that are out of copyright, check out Project Gutenberg.
If you want to resume reading Fahrenheit 451, where you left it is page 20 (or location 302), there’s a Go To function in the menu.
Enjoy!
Matt