Hello fnh. Welcome to the forums.

If you bring the pics into the Gallery app, they are deletable there via the menu which appears when you touch the screen as you view each pic.

Themes are dependent on which launcher you're using (ADW, Launcher Pro, etc), many of which are in Market. Do a search in Market under the name of the launcher you're using.

 

You'll have a lot of fun with these Android devices.

Be sure to clear caches in apps you use every so often, and reboot right after, just as a house cleaning/speed up routine.

Many users get a cache cleaning app in Market. Just don't get the kind that have to do things in the background and don't let you configure them to be used manually, as they tend to defeat their own purpose by running and using resources you're better off saving.