Online is free... you pay for a 'gold' membership which lets you play online and use twitter/facebook/sky.
Anything else is free on a 'silver' membership, you still have to pay for some DLC though (i.e. extra maps for Call of Duty)
If you've got a router, it's worth connecting your Xbox to it, even if you don't have a gold membership account.
I thought you had a gamertag already, I thought I'd played you on FIFA at least. If I'm confused then just set yourself an account up on www.xbox.com.