On the apps front you have a few options, but easiest is go back to market, select the downloads tab and all the apps you've put on are there. If you select one it will give you the option to open or uninstall.
Or go to Menu > Settings > Applications > Manage Applications then select the app you want to get rid of and it offers you the option to uninstall from there.
On the music front, download a file manager and access your music file from there and then delete. Or connect to MediaGo on your pc and get rid of it that way.