Please don’t feel dumb! We all had to start somewhere. Just take the opportunity to learn a little more ??
You might want to have a look at A List Apart’s CSS Sprite article and also phpied’s article on CSS sprites for repeating backgrounds. Lots of your repeating images can be made to have the same vertical or horizontal dimensions, and then combined into fewer files as described. Any non-repeating images can all be combined into a single file. There are some tools to do this on the web but you can also just use the GIMP (or photoshop or whatever).
As for combining/minifying the js/php, you can try out Omninoggin’s WP Minify plugin. There are a couple others that are good too.
For loading Javascript in the footer, have a look at my recent post.
You can add some blank links with unique id’s somewhere outside your main body, then easily display them as blocks, size them, and absolutely position them with your css file. The one that would float over the rss icon wouldn’t need a background image (unless you want it to light up or something on rollover). The one with your logo would need your logo as the background image.
Google is your friend ??
peace~