Need help with Object Oriented Programming...

This stuffs amazing! You can build all these crazy systems way easier than with functions! Okay, I'll stop gushing.

I took a couple of classes, but we haven't gone over OOP, so before my next semester begins, I wanted to get a jump start on the next class which will be OOP. I've learned a lot from this site, and Google, but the only thing is, I don't want to form too many bad habits. So my question is, what are the conventions when it comes to OOP. Do I make a header to declare each new class, and a cpp for each new class' code? Do I make a header that holds all of my class declarations? Are there any common problems with the way some new programmers make or define classes? Any advice regarding the standard way of doing things is very welcome.
It's good practice to have your class declarations in a header file and definitions in a separate source file.

It the long run, it reduces dependencies and improves compilation times.

http://en.wikipedia.org/wiki/Coupling_(computer_science)

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