I'm about to order an arduino to play around with. I don't have much electronics experience (I know what a resistor does, and how to solder, but thats about it).
One thing I want to do is control an AC device like a lamp. I live in Canada, so it's 110 or 120V AC.
What do I need to do to safely control AC power, without risking damage to my arduino or myself?
I believe what I need is a relay, but what type and specs?
This is a common topic. Do a bit of searching (google is your friend in searching the forum; prefix "site:arduino.cc" to your search term) for solid state relay (SSR).
-j
I have searched, but the forum built in search method leaves much to be desired.
I'll try with google and the term you suggested. Thanks 
I don't have much electronics experience
and
I live in Canada, so it's 110 or 120V AC.
Be careful when you start with this project. Little experience and 120 VAC is dangerous.
As already mentionend there is a lot of information on the arduino website. Use the search function or open Google and search for "Relais".
but the forum built in search method leaves much to be desired.
A lot of people say that but I don't understand why.
I just put AC in the search box. Selected the last three months and ticked one post per thread and it came up with at least two relevant threads.
Display how many results?
Max:15
That's why.
So if I buy this:
And connect a digital output to one side, and AC power (to a lamp or outlet) to the other side, am I good?
I have enough experience to know to avoid touching AC power lines (getting shocked on the EAR will make you careful in the future). I'm not going to hurt myself, I'm more worried about frying my fancy new electronics.
Yes that looks OK, you should be able to connect it up directly to an arduino pin as well. Just remember that unlike a normal relay when it is off there is still a bit of leakage current so you can still get a shock off it.
So the circuit is not completely off? That's only on the AC side, right?
There's no way of it sending any AC power into the DC side where the arduino is connected, is there? (Assuming I don't short any wires or anything stupid)
There's no way of it sending any AC power into the DC side where the arduino is connected, is there?
Right. SSRs are typically optoisolated, which means they're two different devices, an LED and a photodetector controlled switch, that happen to live in the same package. The connection between the two is light, not electricity.
-j
That's only on the AC side, right?
Yes.
A good description of an opto isolator is here:- Opto-isolator - Wikipedia