The "cookie blocking" that you refer to I'm assuming means Tracking Protection. You can search it, and there are tons of articles, but unfortunately we can't discuss it here as it breaks rule 19.
As far as the upgrade, you should see it in WU and will either have to type in 'wup' into the start menu search to manually upgrade (maybe), or it'll upgrade itself as part of an automatic update (what it sounds like it'll be)
Also, don't worry about not keeping up, everyone has been where you are at and has just added to their knowledge
As part of that learning you are right that RTW means 'release to web', but it can also mean 'release to windows'
See you around