Your cave should be one or several pages, but nothing extremely long.  Length doesn't make too much of a difference on what dragon you'll get, but think about your visitors.  Would you like to sit, staring at the screen for 45min reading?  A good background and a couple images are nice, but not too many and no animations.   Little swirly thingys that follow your cursor are a BIG no-no.  They make it annoying and hard to read, and sometimes freeze my computer.

Have your visitors interact with what's happening in your page.  The Library is a good example of this.  A nice, easy to read font is best, and make sure it shows up with your background.  A red background with orange text is not easy to read.  I hate having to highlight everything because I can't read the text.

Sorry, I can't give any HTML tutorials, but if you search for them on the www, there are tons of them.  Get a free server with Tripod, Geocities, Virtue.nu, or another free server.  Please stay away from Angelfire, Homestead, and AOL pages, as they always end up screwed up when I view them.  There are plenty of other free servers on the web.  You don't need to buy any fancy URL's unless you really want to, this doesn't matter at all to me and won't effect AT ALL what dragon you get.