I used to make crappy little music vids with movie maker...but I've come across sony vegas

I hope btw this is the right place to post this....ok...so I have a lot of questions...
first off...I have dabbled a bit in the program already and know how to put clips in and whatnot...
ok here are the effects i'm wondering about from this video:
http://youtube.com/watch?v=WbUKr08yaPM
by shinnie04
eh O.< how do I do the main effects in that music vid...O.< I dont know there are so many I want to learn from that music vid...
any tutorials, or anyone know how to do any of those in particular, like the split screen, and one side panneling while the other one is still image
or how to get just the character with no background and that character moving and whatnot overlaying a backdrop of another part of the music vid...
also how to do the pulsing effect...there are just too many I want to know how to do!
I hate being a newb at something :p