Should I be shooting in the Raw? 

if you are a newbie this does not have anything to do with taking your cloths off. Your shiny new DSLR can probably shoot in jpeg and in Raw mode. And so you will have Googled this and found it is a personal choice. Some photographers will say it is the only way to shoot and others like myself will tell you, do not waste your time, your storage space or your money.

The biggest mistake I see in photos is bad composition and Raw will not help this at all. The second biggest mistake I see is bad exposure and shooting Raw can help to repair this. BUT. It is better to learn to shoot correct exposure in the first place than try to repair the photo afterwards.

What is a Raw file and what is a jpeg file? 

When your camera takes a photo in Raw mode it keeps all of the information captured in the shot. Raw files are a lot bigger in size and are not technically an image file at all, you can not view them on your PC like a jpeg which is a true image file. You need a Raw file viewer and the Raw image will look real bad to you anyway, so you have to spend a lot of time processing every image just to find out if it is worth keeping or not. And no one shoots all keepers, in fact 95% or more of a photographers images get deleted.

Raw is not a true image file. Raw is a data file as it contains all of the data your camera captured and you will need to buy special software to get it out again and turn it into an image file just like a jpeg!!! If that seems rather dumb to you it does to me also.

JPEG is a true image file. When you shoot in jpeg mode the camera chooses what information it needs to keep to make a very good image and then discards the rest, so the image file is smaller.

Is there any difference in image quality? If both Raw and jpeg shots were taken of the same subject with correct exposure and sharp focus there will be no discernible difference between them except for the huge difference in file size. This is a fact.

Raw files take up more space on your memory card and I prefer to use the space to take more pictures.

Raw files take more storage space on your hard-drive. I prefer to spend less money on storage hard drives.

Raw files take a lot longer to process, I prefer to use the time to go shoot more photos.

When would I shoot Raw files.  If someone is paying you to take photos and getting paid will depend on the quality of the photos, hedge your bets and shoot in Raw+jpeg. If the jpeg image is lacking in some areas the Raw file might just get you out of the hole.

If you are not getting paid to take the photos them then just save your self the space, time, and money and shoot in fine quality jpeg.

I have tried shooting in Raw quite a few times especially right after a known pro photographer tells me I should and I have NEVER, EVER found it to be better, in fact I find it to be a complete waste of time, effort and money.

I have a lot of images on the web in lots of places and NOT ONE of them was shot in Raw.