Nowthen has an excellent point, adjust the seat height correctly. Also maintain your tire pressure and clean/lube your chain.
Your tires should have a psi rating on the side walls just like car tires. As a rule of thumb 30-35psi should be okay for road riding and 20-30 for trails.
Any bike shop will have good and inexpensive lube and cleaner ask the tech there for they're advise for what is best in your area.
Have fun with this it's one of the best forms of excersize I could ever recommend. Talk to other cyclists, join a riding group for the support and structure.
On the web check out
www.bicycling.com and
www.rivendellbicycles.com for anything you ever wanted to know about bikes.
P.s. Try to use the smaller gears and spin a bit more, that gets your heart beating and stresses your knees and back.