Mods for Fallout 3 and Fallout: New Vegas are installed by extracting all the files from the downloaded archive into your Fallout 3/New Vegas data folder (which is the same folder where Fallout 3.esm or FalloutNV.esm is located) and then enabling the newly-downloaded plugin (.ESP or .ESM) either in your mod manager of choice, or under “Data Files” in the launcher that runs when you start up the game.
I have made a video tutorial for installing mods, which can be viewed here: Tammer's Overly-Detailed Guide to Installing Mods (for Complete Beginners)
The console can be accessed at any time during gameplay by pressing the tilde (~) key. By default, accessing the console will disable achievements for that session.
The Mod Index is a two-character hexadecimal string, with a value between 00 and FF, that you will need to find in order to use console commands. It can be found using a mod manager, usually listed somewhere beside the name of the plugin.
The Mod Index identifies a mod's placement within your load order and is also used to look up records contained within the mod's plugin. For example, FalloutNV.esm has a Mod Index of 00, so all records contained within will have a 00 prefix. The Mod Index makes up the first two characters of a record's FormID. Since the Mod Index will vary from player to player, this wiki uses double hashes (##) to stand in for the Mod Index whenever it's needed.
The FormID is an eight-character hexadecimal string that uniquely identifies each record contained in a mod's plugin. It's what allows the game to look up each record and use it correctly during gameplay. For example, the FormID for a bottlecap is 0000000F. The first two zeroes (the Mod Index) identify it as being contained inside FalloutNV.esm, and the remaining six characters are unique to that item.