Not silly questions. There's a surprising amount to learn about stoves. I think that's one reason that I like them. Then of course they're on fire, so that's another reason.
To clarify:
Both methanol and ethanol are amongst a group of compounds known as 'alcohols'. They are also called "methyl alcohol" and "ethyl alcohol" respectively.
Pure ethanol is the stuff in beers, wines and spirits. In the UK, to buy it pure is very expensive because it's drinkable so there's duty on it. There's no duty on the undrinkable variety. Methanol is similar to ethanol but much more poisonous. And yes, ethanol is poisonous but not very poisonous like methanol is.
'Meths' is an abbreviation for what we in the UK call "methylated spirits" which is more or less ethanol with something like five or ten percent methanol added (or not taken away, depending on how you look at it). Normally in the UK, meths is dyed purple and has an unpalatable flavouring added in an attempt to stop people drinking it. People still drink it, but not so many now. Amongst other things it makes them go blind. There may also be other health issues because the manufacturing process for meths is not intended to produce anything which a human can drink, so there may be impurities in it which are dangerous if consumed. Used sensibly as fuels in camping stoves the alcohols are perfectly safe. They're a lot less unpleasant to handle than most oil-derived (hydrocarbon) fuels like paraffin and petrol.
Unlike the oil-derived fuels, alcohols will mix in any proportion with water so for example they will wash off your skin easily. The main components of meths are pretty much the same as what we call "surgical alcohol" in the UK so in an emergency I would be happy to clean a graze with it or something like that. That isn't medical advice.
Hydrocarbon fuels burn with a very smoky flame unless used in some sort of pressure stove, but alcohols generally burn very cleanly in any simple burner. You will get about 800 watts from one of the common meths burners, this is plenty for cooking (and in fact you can burn food easily if you aren't careful), although the 'Evernew' burner produces even more heat than that. When you first light them the power output is a lot less than the maximum, but they warm up and produce a 'bloom' which is the result of the alcohol boiling in the burner and escaping through lots of little holes. The flame suddenly gets a lot bigger and there may be a 'pop' when that happens. Don't be concerned by that. All the same, always work outside with it in a well-ventilated area (any stove produces some carbon monoxide), and keep it very well away from flammable materials until you get used to it. The meths flame can be hard to see in daylight because it is very pale so people sometimes burn themselves and set light to things by accident because they couldn't see a flame. Compared to pressurized petrol and paraffin stoves it is a feeble flame, strongly affected by wind. The stove in your new set is in part a windshield. Alcohols freeze and meths stoves will work at very low temperatures. The military burner doesn't have a way of reducing the flame, but the civilian burners usually do. I made a flame adjuster for my military one with a piece of tin can, it doesn't need to be as complicated as the commercial ones. A pair of leather gloves and/or a pair of pliers can be handy to handle hot and/or slightly sooty pots and bits of stove.
As has been said, in the UK you can buy the alcohols over the counter in all sorts of places. It's worth shopping around, because prices vary enormously. The target price is just over a pound a litre.
I use one of these stoves for cooking quite a bit. I like them but not everyone does. I generally prefer to boil water using e.g. a twig kettle because boiling water uses quite a lot of meths. When you get used to using your new cookset you should be able to heat a decent meal from canned food with 15 grammes of meths. Meths has a density a little over three-quarters of the density of water, so 15 grammes is a little over 20ml. Because there's oxygen in meths, you get a fair bit less heat per gramme than you do from hydrocarbon fuels.
Please let me know if I've missed anything.