Well here you go:
www.radioreference.com/apps/db/?ctid=201
I don't know the details of your area but that should get you started.
Say you wanted to listen Fire for the San Gabriel Valley dispatch: just enter in "470.4125" then press HOLD. It's just a duplex freq so it's not like manually programming a Motrola trunked system.
Depending on what you'd like to do, you may want to get a better antenna for your device, preferably a roof type setup if it's just going to be a home/work/whatever and good mobile antenna if it's going in a vehicle. Stock antennas aren't worth much.
Other frequencies you may want to look at are
the LA Air Traffic Control and so forth. I'd recommend you start simple until you figure out what you're interested in and go from there. The device itself does have built-in banks for stuff like HAM, Air, TV, FM and so forth. I don't know how the TV band works nowadays since the switch to digital. (Not like it's going to be that useful....)
As for programming software I used freeSCAN to get my freq database organized, because I like how it organizes the systems by quick-key. With that in mind I could set up the span of trunked systems and conventional systems in an alphabetical, logical (to me hehe) fashion. However for general edits and mucking about I use bcTool. Both are free but bcTool is a lot more (since I last used it) polished than freeSCAN. I have not used any of the paid scanner apps but if I had a scanner bank and discriminator taps I would.
You really want to use a programming application to help you get it programmed. Manually setting up all the freqs, Talk group IDs and alpha tags for a large trunked system like San Diego could be considered a form of torture...
It does help if you have a USB adaptor plug instead of RS232, but there are plenty of PL2303 RS232 to USB adaptors around.
A really good idea is start learning the basics of radio. Stuff like frequency, AM vs FM, CTCSS/DCS, P25, trunked system basics, duplex versus simplex, behavior of HF versus VHF versus UHF, simulcast, repeater basics, "sites" also known as "zones", and so forth will really help ease the learning curve. They aren't necessary but are pretty useful tidbits to know and understand your scanner better. You don't have to be an expert of the caliber CNN would call up if Vancouver* is having issues with their radios and needed "someone who seems like they know what they are talking about" but it just helps a lot. Just like if you were working with electronics it helps to know all the fundamental properties of all the components...you don't need to be a master EE, just enough to make it work well.
As always, chime in here and there are plenty of experts here who can help you out.
*: I was told by someone that Vancouver is having massive problems with their PS band to the point where sometimes they just call in via cell phones as the coverage can sometimes be real spotty. I took one look at the DB to see if they were using UHF for urban areas and guess what? Still using VHF....well, there's part of your problem...