Hey! For one, you are going to want to make sure you have a midi controller or keyboard with a midi output of some kind. The control surface needs to be set up in Reason and as long as it's detected properly and installed correctly you should have no problems. You could also use a matrix device to sequence synth lines but it's kind of a pain in the butt. If you're looking for a controller, a lot of people favor the Axiom or Oxygen series, both by M-Audio. There are quite a few brands to choose from though, and the most important is to check it out in person if possible since many of the controllers feel different.

Saving an MP3 file will require some sort of external audio software, I recommend Audacity but you can use anything really. If you hit file->export song as audio file it will render your track to .wav and then you can load it up in an editor that is capable of saving an MP3.

As for trance tutorial, I cannot help there at all lol but I'm sure many people here can, and if you look up acepincter on youtube he's got GREAT tuts.

Welcome and good luck!!