After trying the Truck the Camera in wikipedia - from noob to pro. I find myself stuck in object mode. I need suggestions about how to returen to Edit Mode.

Make sure you have selected your model (RMB) before hitting TAB to enter edit mode. When selected, the object will be outlined in pink.

Yes, its outlined in pink, but even when either hitting the tab button or clicking on the edit button, it stays the same. But Ah, I will rmb the model first - 
If when I want to put textures on the model must I use the uv mapping for each of the items on the model? 

No need for uv mapping to add textures. There is a material tab down under the edit button shaped as a ball. choose one object or several and click that. Now you can push add new to get material aplied on it. You can make it in any colour you wanna. Then there are several options there where you can make it reflective or see thrue. You can also apply prosedural texture such as stone or wood by choosing the thingy that looks like a cheese ful of holes. Just play around and see what you get. :)

Tobak 30, I've tried what you suggested. I am wondering is there ' group' to undo, thus seperating the objects for texturing?

Attached Link: uv mapping tutorial

Sorry - not uv mapping. I sorta got that figured out. 
When applying textures to a model which say has 10 different items or objects in it, my problem is seperating each object to apply a texture to. All the objects seem to accquire the same texture or color. 
This is the main issue at hand, I have checked out just about all the tutorials, the wikipedia blender, blender.org and more. None give a definitive answer to either un grouping like bryce or give an answer about applying textures to single items in a large group.

Hi menschtx.

You can either split the items into separate objects, or use material groups. Remember there is a 16 mat limit on each object. This thread shows both ways.

Are they all separate objects?  (can you select them in object mode separately?)  If so, select one of them, go to the material tab and click the little arrows next to the material name and select ADD NEW.