1st timer, chat keeps telling me, my nick has not been registered. How do i do this?

Frist login without entering a password.

When you have connected type:
/Nickserv REGISTER <password> <email address>

<password> should be the password you want to use

<email address> should be a real email address so you can get a lost password, ect.

antihedron is correct.
the only reason you'd see that message is because you enter a password when your nickname isn't registered to begin with. It says 'if registered'

Chat/IRC passwords are independent of any other registration you may do.

Note.. you do NOT have to register your nickname to chat at all - just to register it so others don't use it should you wish to do so.

Try using the 'help' button of chat?