It's very easy to get things on... everyone recommends getting a card reader (£10 or ~$15) which plugs into your usb slot. It acts like an external drive in windows so you just copy and paste files into it, eject, plug the card into your gp2x and away you go

Lots of emulators work really well, I've only just got my gp2x but I've found the Megadrive/genesis/Master System/Game Gear one is near perfect, NES is great, you wont find a GBA one, the SNES one is a little slow at the moment, but from what I've just read on the front page looks like it wont be long before it's full speed too

There are also a whole ton of older machines emulated, like the PC Engine, MSX, Atari ST, Spectrum etc... Not forgetting arcade games in Mame (up to set 0.34, so old ones upto about Street Fighter 2 era).
Unless you're developing, you dont need to worry one iota about the Linux os... it means nothing to casual users... the operating system on the machine is basically a simple menu system which is really easy to use from the first time you turn it on.