Welcome to DC, 88.
You might have to remove some pin bones, but probably not.
Just run your fingers along the inside top and bottom thirds into the middle (of the flesh side, not the skin side). If you feel any little points, you'll need a small needle nose like pliers to pull them out. Be sure to pinch the flesh around the edge of the location of the pin bone so it pulls out cleanly. Otherwise, you could end up shredding the flesh a bit. Even so, that's not the end of the world.
As far as cooking goes, we like to broil salmon in the oven, or grill it. If I want to get fancy, I'll add dollops of an herb seasoned butter (aka a compound butter) on top before putting it under the broiler. Or even fauncier, I like to grill salmon on cedar planks to give it a bit of smokiness.
Salmon cooks quickly on high heat like that, so depending on its thickness, you only need to broil or grill it for a few minutes.
Salmon is a lot like steak where some people like their salmon cooked through to well done, and others - like me - prefer a nearly raw center.
Good luck and tell us how it turned out.
BTW, a lot of people don't eat the skin and just peel it off when eating it, but try this. Save the skin, slice into small strips, and fry until crisp like bacon in a high temp oil. It's great served over sushi rice.