If they're good quality jpegs there's no need to save in another file format.
Definitely don't save as gif, it reduces the quality quite a bit.
Saving as a tiff file wouldn't benefit your image, because they've already been compressed as a jpeg, which is a lossy format.
All that popup is asking you is if you'd like to change the photo's color model to RGB, which is the native color format for image display on computers.
If you're looking to print out these pictures, I'd choose not to convert it.
This is just because printers print using CMYK (cyan, magenta, yellow and key [black]) and that's what your image has been processed with. You'll get a better color match between digital display and the printed article if you work in CMYK mode.
If you're looking to display it simply as digital art on the computer, you can convert it.
As for tutorials, you can find a great many good tutorials on the Tutorialized home page -- TZD
Hope this helps