How do I replace my mountain bike pedals?

Ok, so I'm really quite new to the whole sport of mountain biking and so if I use some wrong terminology in this I do apologize. I've got a Fuji Odessa 1.0 and after taking it out to my local trails once or twice it dawned on me that maybe having plastic pedals and those stick like things that connect the pedals to the front gear set thingy made of plastic is not so safe (see I told you). I've been looking into upgrading to some sort of metal parts but there is so much terminology that I don't know and after taking a look at that area of my bike, there aren't any discernible ways of detaching and reattaching new pedals and stick things. If someone could just sorta briefly get me up to speed on a few of the words and also suggest some pedals (and whatever those stick things are) I would be so grateful. Also how to change them, or if there is a good tutorial or video floating around the web that would be nice too.