If you're not happy with them you might think about asking if you can send them back, and explaining that you're new to all this and didn't really understand what condition they'd be in and that they're not quite what you're looking for. Particularly if they are cotton and not bamboo, you'd certainly have grounds for it, or if you bought them on eBay using Paypal?
If you can't/don't want to send them back, though, I would definitely recommend washing them (and probably stripping them, there are instructions on doing that here
), and tumble drying them - it can really work wonders, all they need is 20 minutes or so. I air-dry for a couple of hours, then tumble them for a bit, then air-dry until they're completely dry.
As for the stains, it's tricky at this time of year because what sun there is is so weak, but the sun really does do wonders at getting stains out. You might be pleasantly surprised!!