An unedited message or post with a bitcoin address can actually help you to recover a hacked account. Theymos mentions this in the thread about restoring accounts[1]. Its not fail safe though.
Regarding PGP, there are probably over 9000 good tutorials. If you find one that works for you thats great. Just be carefull what you download. If you feel you need someone to show you the way, attent a local cryptoparty[2]. I will focus on signatures with bitcoin addresses first and once that todo list is processed start with PGP.
[1]
https://bitcointalk.org/index.php?topic=497545.0[2]
https://www.cryptoparty.in/The post you mentioned of Theymos reads as
-----BEGIN BITCOIN SIGNED MESSAGE-----
My account has been hacked/lost. Please reset the email to . The current date is .
-----BEGIN SIGNATURE-----
-----END BITCOIN SIGNED MESSAGE-----
Here is the unedited post where I posted that address: ...
OR
I sent that address to someone in a PM with PM ID#...
-------------------------------------------------------
But here in case if my account is hacked, the person may edit my post where my bitcoin address is present and I wont have any access to my PMs then. So in this case, I will have to note the post ID and the PM ID to be on a safe side?