Stuck with Oracle 9i
First, are you really sure that you want to be starting out with a desupported version of the database that is at least 4 major releases out of date?  It would seem much more useful to download a more recent version of Oracle from the Oracle Technology Network (OTN) and to start with that.  You can get the express edition of Oracle 11.2 completely free and the enterprise edition is free if you just want to learn the product.

Second, when you installed Oracle, it should have prompted you to create a database as part of the installation process.  If you chose not to create a database during the installation process, you should run the Database Creation Assistant (DBCA) to create a database now.  Note that what lots of products refer to as a "database" is more like a schema in Oracle.  In general, you would only have one Oracle database on your machine though that database may have multiple schemas.

What operating system are you using?