First Photoshop Troubles

Initially, I had trouble creating a background. Photoshop doesn't give you a canvas to start from; you have to make it yourself and at first, I wasn't really sure how to do that. Once I figured out how to create a white background, I wasn't sure how large or small to make it for this assignment. My final result is a weird rectangle.

Once I made my oddly shaped background, I tried to blur the edges of my photos, which I had some trouble with at first as well. I highlighted the image with the magic wand and clicked inverse and then feather, but nothing happened. After messing around with it for a long time I eventually figured out how to feather the images, but, I'm not really sure exactly what I did. I'm also, still not totally happy with how they all came out.