WordPress: How to Add Stuff to the Right Side?

Ok so I’m new at wordpress…and it’s going very well, but I just don’t know how to add/remove stuff to the right side of my blog. It’s just white and dull, and when I enter other WordPress blogs, they have emoticons and things like a button that says: How Many People Are on This Site Right Now?
And it shows you the number. I want a very colorful blog and I need to know how to add stuff there! please help!