Lots of questions, but I might be able to guide you a little here. I'm might be going to be a little too basic, but you can skip the parts you already know .
Get cables, guitar type cables, XLR cables, USB cables. Get spares, cables break a lot. Don't get the cheapest you find, but don't go to the mega-expensive "munster-kind" cables. Plain "good" cables would do.
Get powered nearfield monitors, or really good headphones (or both). You'll need some better way to hear what you are doing besides your computer speakers. The Sony MDR-V6 studio headphones can do the trick and won't get you broke.
On the software side, connect the X3L USB to the computer, download and install L6 monkey, and Gearbox. Upgrade all drivers and firmware that might be outdated using L6 monkey.
Gearbox is a software controller for the X3L settings, but if you dig into it a little, it does have a drum machine, a tuner and some links to services you can use to learn more.
For recording, start with one of the many free Digital Audio Workstation applications available, you can look in www.versiontracker.com (ZD Net) for free multitrack recording software. Acid seems to be highly rated, but do some research. I've heard good things about Ableton Live Lite and Mixpad too.
Once you have a recording software (DAW), you can browse for loops in the internet. There are lots of drum loops to get some beat going on (before you can afford the UX8 interface and record your band's drummer, he he) -look for http://line6.com/community/search.jspa?resultTypes=DOCUMENT&peopleEnabled=false&q=Drum+Loops -, and many of this applications support midi loops which you can assign to any softsynth your software might have included. Loops can get you started doing music right away, at least for learning purposes.
Read the manuals for all the stuff you get or already have. I know, it's kind of a bummer, but it's really important. The X3l manual comes with various typical connection charts to get your stuff working, and every product manual explains how is the best way for connecting and using it.
Do some internet research also. You might want to know what an LA-2A compressor does (or what any compressor does), what are softsynths, or what is a Neve console channel before using it in your music.
The rest is to experiment and be creative... enjoy the new gear!
Hope it helps!