You've already had "Go Play In Space" recommended, I can't say enough about how that book helped me out when I started.
The virtual cockpit of the DeltaGlider is some pretty eye-candy, but I find myself using hotkeys for the most part. There are some very nice virtual cockpits out there though...
Take a look at Doug Beachy's XR series, the XR-2 is a sexy machine, and the -5 is a workhorse. I've always thought of the XR-1 as a test platform for the -2, and all three are fun to fly and have some sophisticated autopilots to help you out.
Also, if you've been lurking here you've probably read about the UCGO (Arrow), it's the lastest from the Jedi-Master-Developer Dan and is currently my (and probably many others) current mission to fly this thing around and wish I could code like Dan. The DGIV also has some very, very nice autopilot programs that will help you out as well.
Take a look at the tutorials section if you get stuck on something, if your solution isn't there, search or ask. Most here are more than willing to help, chances are somebody here got stuck with/in/at the same point and have an answer ready for you.
Welcome to the forum here and Happy Orbiting!
PS, I got the Firefly as well, my first download ever...
You can't stop the signal!
Here are the XR- series of birds...
http://www.dougsorbiterpage.com/index.html
Another good site...
http://www.aovi93.dsl.pipex.com/index.htm