I've never used CSS but I'm thinking I might want to on a few projects. I understand that there is a CSS file that's stored on the server somewhere. What I'm wondering is the way that any give page is pointed to it and is it easy to implement with FP?
CSS doesn't necessarily have to be in an "external style sheet" but that is the recommended best-practice. It looks something like this in the <head> section:
Depends which version you're using. FP2003 is easier than the others but it's not perfect. Don't expect to see accurate results in design mode, they won't be. It'll be closer in Preview mode but for the actual thing you need to preview in browser.
If you're serious about moving over then I'd recommend thinking about switching to Expression Web which has a css design base.
If you're like me and have trouble reading that much online, you can likely find a CSS book (or two or ten) at your local library or bookstore. I don't mean to overwhelm you, though - even just reading the first chapter or two to get down the basics will help you immensely as you start to implement CSS. Best of luck - and I agree: it is very much worth the effort to develop your site using CSS.