I think you paid over the odds for it to be honest. Have a look on ebay as for that price you could have got it with a fair few games. You should also get yourself a scart cable for it.
There are loads of great games for the Dreamcast: Shenmue 1+2, MSR, Virtua tennis 1+2, jet set radio, phantasy star online to name a few. Some are even considered rare. I sold copy of Rez the other day on ebay for £25. I also have shenmue 1+2 on ebay and they should sell for around £70 (i have 2 copies of 1+2 otherwise i'd never wish to sell them).
As for not knowing how to tune in a TV using an RF connection you must be very, very young! I was playing on my original Sega Master System over the weekend with it's RF connection and took all of 30 seconds to tune in!