Okay, I'm a total noob at the D&D system. Totally baffled by this. When I make a Swash or I assume any non spellcaster, I have an endless list of options, but only 2 ... bubbles? For lack of a better word I guess.

I put 3 thingies into 2 weapon style because a guide said to, but from there I just don't know what to do. Can anyone link me to a good resource on this? Which are the best? I'm level 9 now and I have 3 proficiency slots, how many more can I expect to get? This is all so confusing. Can someone help?

It gives you bonuses when using those weapons or configuration of weapons. If you have points in two weapons style, then you'll perform best while using a main hand/off-hand setup.

From http://bootstrike.com/Torment/Online/addfaq.php

Level of Proficiency Points Spent Bonus to Hit

Non-Proficient (0) -2 (Warrior) , -5 (Wizard) , -3 (Priest or Rogue)
Proficient (1) +0 (but there is no penalty)
Specialized (2) +1
Master (3) +3
High Master (4) +3
Grand Master (5) +3


See also page 93 of the BG 1 manual

This http://www.gamefaqs.com/pc/258273-baldurs-gate-ii-shadows-of-amn/faqs/34147 is Dan Simpsons BG2 walkthrough, it goes into a bit more depth than the post above.
If you don't wish to see the walkthrough part, just copy & paste [DLWLDN] into "EDIT" > "Find on this Page". And it gives you a good understanding of THAC0 & dual wielding & using weapons you aren't proficient with.