By default, iPods just sync your iTunes library. So whatever's in iTunes will be on your iPod, and whatever you delete from iTunes will be erased from your iPod when you next sync it.
This behaviour may be ok. But if not, you can connect your iPod then (in the section for your iPod settings on the left hand side, clicking your iPod), choose to 'manually manage your music'.
This has the effect of a more standard mp3 player --- drag and drop the music you want onto your iPod, and remove stuff as you like from the music in the iPod section.
Personally, I do something a little different. Still have iTunes automatically sync your music, but in the iPod settings pages (under the music tab), have it set to only sync certain playlists. You are then free to make your own custom playlists with the songs you want on, which will be the songs that get synced to your iPod.