Well, it will depend on the University (what institution are we talking about btw?), but Universities arn't as hands-off as they used to be.
The introduction of ex-poly's into the equation, who dont have a research background but wanted to be good places purely to teach, has forced the established Universities to offer more hands-on teaching, which can only be a good thing. Normally subjects will have 1 or 2 1-2 hour lectures per week and then some form of practical session where you can go along and get hands on help, though for less hands-on subjects, the arts, history, languages etc. this format may be slightly different.
As a first year undergraduate, the people teaching you will assume the lowest common denominator in terms of what they teach, they will expect all students to have reached the basic entry requirements, but no more, being fair they simply can't! Universities aren't naive, most people involved was a student themselves, they realise that the amount of work people will do in the first year will, in all likelihood, be.. minimal.
The first year is there for you to get to grips with being a young adult out in the world, get to grips with a more mature way of presenting yourself and work and to allow you to make lots of friends that you will hopefully stick with for the next 2 years and maybe even longer!
The way that you do your work will depend on the subject area you have chosen, but generally speaking an essay should be entirely your own work. Personally I have never been much of a book researcher, as a child of the internet, that's where I get most of my information. Of course as a postgrad researcher I read academic journals and papers (online

).
So, for me, I would do the following:
1) Refine the essay title, work out what it actually means
2) write a quick bullet point design of the document, roughly defining how it will fit within the length requirements
3) Flesh out the bullet points a bit, define the context to go into each section
4) See if there are any seminal works that are expected to be referenced when writing about any of the subjects my bullet points have defined
5) just start writing, fill out the document bit by bit. Anywhere I make a statement that sounds like it needs backing up, I place a "REF" in the text.
6) I then go back and see if I already have a suitable reference in my database, if not, I go and find one (Google scholar is good here as is ScienceDirect if you have access or CiteSeerX)
7) Then I tidy up the draft, get friends and family to read it, read it aloud to myelf to find grammar problems
8) Done
Always remember though, as long as you ask well constructed and thought through questions, NOBODY will ever count being inquisitive against you. If you don't understand something, go away, work out exactly what you don't understand and why, and simply ask the question. The only people that fail are the ones who either don't really want to be there OR the ones who are struggling but don't pipe up.
Good luck, you'll love being a student, as a time, you can make it into exactly what you want it to be, for most people its the best time of their lives.