I can't figure out how to download podcasts
What version of IOS do you have in your iPod?? (See comment)

The typical way in iOS 8 is


Go to the Podcaster app
A. In the bottom go to the search section (rightmost button). Enter a name of a podcast you know here or
B. Alternatively, got to "Top list" and read about existing podcasts, peruse the Categories (top left link) and find podcasts you want to try this way or
C. If you find a podcast on the web in your browser of choice in the iPod, click their podcast link, it should open in Podcaster. If you can't seem to find such a link, try option A above.
When you are at the specific podcast page in Podcaster, click the subscribe button


Once you're subscribed you can go to the local page for the podcast(bottom left link "My podcasts") to listen and to make changes. 

To make changes, tap and hold to drag down a little when on the page of the podcast. You'll see the "Preferences" link where you can make changes to the subscription, like how many of existing episodes to download, retain and so on.

You can also start the subscription in iTunes on your computer and sync that to your iPod.

iOS 7

Follow about the same procedure but use the iTunes app there instead.