To get you started, we have quite a list of links in our HF gateway article. Read the links in the very first box of...
HF - The RadioReference Wiki
and the first topic of...
SWL Broadcast - The RadioReference Wiki
which has several links geared toward the newcomer.
Now these links all pertain to broadcasting between 2-30 Mhz. There's quite a world of other stuff to be heard in this range, and the HF gateway (the link for which is above) has links to most of it. Sit back and read - decide what it is you would like to hear, and let's go from there.
As to antennas - if it were me, I'd build something - and being out in Alaska, so far out in the boonies, you shouldn't have any issues at all at putting something up and worrying that the antenna is too big (which would tend to overload the radio).
Your first priority would be to get an adapter that will take the F type jack and allow you to use a SO-239 coax jack for input as your feedline. Universal radio has such a jack, and it's quite inexpensive. See the very bottom of...
Grundig S450DLX Radio Receiver, Grundig S450
We have many different designs in our antennas wiki, and you might profit from a certain amount of experimentation. This is one area where you can go as complex, or as simple, as you wish
HF Antennas - The RadioReference Wiki
If you know how to solder and can get the necessary parts, time to start constructing something. I would start with 50-75 foot of wire with the coax fed on one end. This is the classic Inverted L, and it's described in a link in the HF antennas article I just gave. In fact, start reading that first section in 'Homebrew and Technical'. There are some basic concepts there that you should understand before proceeding.
Even a length of wire fitted to a small banana plug, and placed in the center connector of the coax connector would work, although it's not very mechanically sturdy.
Lastly being up as far north as you are, you will need to understand how basic propagation works. Whenever you see an aurora, chances are that your reception will be seriously disrupted, and you will wonder why. This link goes to a site that will explain the basics of how this works
Propagation Primer - Flash Movie by AE4RV
That should be more than enough to get you started. I would sit back and read - doing this kind of learning takes time; you will gain more understanding of how things work that way
HTH...Mike