See, I'm new to Spanish, but I'm catching up really quickly and testing out seems like a waste of perfectly good practice time.... so to each their own I suppose. If you know enough to be confident, skip it, but personally, I'll keep on repeating the same lessons until I know what I'm saying is, at the very least, grammatically correct.
Yeah, but that's what comes with learning many foreign languages.
You use "un" for masculine words, and "una" for feminine words. You can remember when to use either by using these two phrases: "ma l o n e r s" and "d ión z a". All of the letters in each phrase are the ending letters of the word that make a word masculine or feminine, respectively. Use the first one for masculine words (for those you should use "un" with), and the second one for feminine words (for those you should use "una" with).
For example, you can talk about "Un carro." (A car.) Since it ends with "o" which is found in "ma l o n e r s", it is a masculine word. Also, you can talk about "la natación" (swimming). Since it ends with "ión" which is found in "d ión z a", it is a feminine word.
But watch out! Some words can be exceptional to this rule. One example would be "el día", which, even if ending with 'a', is still masculine. For words like this one, you'll just need to learn what is exempted from gender rules.