Your iPod can store videos that you download from iTunesU, just like it can TV shows or podcasts. Just be sure to include them in your next download session.
The easiest way to get video onto your iPod is via iTunes. If you own media on a disk that you want to import to your iPod a program like Mac the Ripper can help you out. It is free and has comprehensive instructions.
If the screen of your iPod get dirty you can use an elecronics wipe to clean it off. ( The ones you use for a laptop or TV screen) if you do not have any on hand simply grab a lintless cloth and use a small bit of warm water. Just be sure to put it on the cloth, and not the screen.
ITunes offers DRM (digital rights management) free songs for 1.29. These extra expense songs may not have your information in them but they are not popular with users.
If your favorite headphones have a jack that is too large for your iPods part you can buy an adapter at your local electronic store. This situation is only likely with specialty headphones.
If you want to upgrade to a new iPod you can reset (or trade in) your old model for a discount on a new one.