Oh geez, where to begin.
First of all, feats are the tricks, the extras that defines what type of character you will be, the nimble movable fighter or the heavy hitting moving fortress or the fighting wizard or the wise and all knowing arcane expert more or less.
Feats are 2 at start for humans and one for other races. The different classes has either a set of feat or feat like abilities that you gain during level ups.- All gain one feat every third level to be placed at whatever you like with some restrictions and prerequisits.
Apart from that you need the descriptions of the feats to see what they do and which to choose.
www.wizards.com have somethere under D&D 3:ed page a selection of feats from players handbook that will most likely be the ones in the game.