You can get cobblestone by mining stone. Cobblestone can craft a variety of things:
A furnace (crafted with a crafting table). You can make a furnace by placing stone in all the slots other than the middle slot. swords, pickaxes, shovels, Hoes, and Axes: crafted like you usually would, but with stone.
Cobblestone is a strong and very basic building material. Cobblestone is (obviously) fire-proof. To craft Moss Stone you need to cover cobblestone with moss in a crafting table. You can make cobblestone tools. Furnaces are made the same way as chests, but with cobblestone instead. You can also smelt cobblestone to get smooth Stone.