Looking to purchase an ipod or mp3 player, what should I purchase? I am ipod / mp3 illiterate.?

I am interested in purchasing an ipod or mp3 player. Does it matter if I have a pc instead of a mac? I am still in the VCR era. However, I want something I can use for walking. Do they skip like a cd does when walking? I have already downloaded itunes on my computer. I don't want to spend a lot of money, and I need something simple that I can figure out. Please explain in simple terms I'm not into all this stuff, I just want to listen to my favorite music when I walk.