Phew, such an open ended question. Everyone who knows anything about theory has been where you are now. Because of that fact there are an incredible number of free resources on the internet to learn what you need.
Music theory (which is what you want to know about, to some extent), can be very deep and complicated, but there are simpler things you can do to start. I'm not going to give you a deep explanation about theory here because it is covered countless times on the internet. Just go to google and search for something like "music theory lesson", "scale lesson", or "chord lesson".
I recommend if you're going to make psy and you want that "mysterious" sound, to start by learning one or two "minor" scales, which are a set of notes you should play and not stray from (until you learn a little bit more, then all rules are off). There are many types of scales, and some are heard in psy more than others, but for that introspective, moody, sometimes sad, sometimes dark sound, minor is an easy way to start. Major would be for your carebear psy.
Of course major and minor are actually related, but thats too much for now... :-)