Are 3D glasses needed?
Yes. While not as bad as the early days of 3D where viewing without glasses meant red and blue headaches for days, the video will look slightly off. Note that many films have scenes, not the whole film in 3D, so you may still enjoy the experience overall.
If so are they provided?
Yes. I am not aware of any theater that doesn't provide glasses. The glasses will typically fit over prescription eyeglasses without modification.
If they are provided would a better experience be had, by purchasing 3D glasses?
You won't know until you try them--if you intend to make a habit of it it might be worthwhile, but you run the risk that the technology used for the effect will change and you will have to repurchase your glasses.
So I am I clueless, what do I need to know before walking up to the counter and purchasing a ticket to a 3D movie?
You may experience eye strain and motion sickness, and possibly discomfort due to poorly fitting glasses. However it will be a novel experience, and hopefully as enjoyable as seeing a movie in 2D.