Free Software, Open Source Software, and Proprietary Software are all terms with specific meanings in the LINUX and Ubuntu communities. http://www.fsf.org/ has a thorough explanation of the various concepts. Without going into long explanations, you should at least know that "Free" is not necessarily without cost; and there is not necessarily a charge for "Proprietary."
Ubuntu takes pains to make sure that their distributions are both free and in no way proprietary. However, they recognize that to be fully functional, you may need to install some software that is not completely in compliance with the strictures of the Open Source Foundation. This might include, for example, drivers for a graphics device, and codecs for a DVD movie format. While the developers are willing for these to be given away so that you may use their products, they are not willing for you to have total access to the inner workings of their products.
To accommodate this, Ubuntu provides from their web site, access to software that they have determined to be appropriate. This includes anything you are likely to ever want or need in the way of software. Never again will you navigate to some unfamiliar web site and "click here" to download an application that may or may not contain something evil. In the future, for new applications and plugins, use the Ubuntu Software Center.
To get there, from the GNOME main menu bar click on Applications>Ubuntu Software Center. In the Software Center menu click on Edit>Software Sources. You will be prompted for your password. Enter it. The Software Sources Window will appear. Observe that there are several tabs. Browse the tabs and observe the settings.
Select the "Other Software" tab in the Software Sources Window. Make sure that the cannonical.com site is selected (with a check mark.) This will make a huge library of free software available for download.
Select the "Statistics" tab. Please consider supporting this data gathering process.
Next click on "Get Free Software." Browse about in here and see the world that has just opened up!
One note of caution: Before installing anything else, comprehend what was installed with the basic package. An amazing array of powerful applications is already installed.