If you are interested in learning LSL (Linden Scripting Language ) as used in secondlife a good palce to start is here:-

http://wiki.secondlife.com/wiki/LSL_Portal

Please though, try to avoid making programs that crash the SL servers ( yes it is possible ), that is a good way to get yourself permanently banned. ;-((

If you get into secondlife, drop by Yadni's store, which is quite well known. There you can buy boxes containing a collection of free sl scripts. Best to try them out away from his store though as he also sells boxes full of free guns which people seem to be unable to resist trying out on each other. You can't 'die' in secondlife, but it can be a bit annoying being knocked about by push guns while you are trying to do something.

Regarding concerts, I think the U2 concert was a 'tribute band'  and U2 themselves were not involved. Suzanne Vega did do a live concert in sl in August 2006, there is a youtube of that if I recall correctly.  There are quite often 'live' concerts by unknown artists in sl and some of those are excellent.

There are organised fashion shows, though I have not attended any. Apparently the designers go quite some way into choosing the right model ( avatar ) to model their new creations to best advantage ( avatar shapes vary tremedously ).