Go to Settings-->Application Manager
You can check each application there and select "move to SD card" for many of them.
Some applications will not allow you to move it to the SD card.
For your media, (music, pictures, video, etc) you will need to use the My Files application or a third party file manager from the Play store. Simply select the folders and/or files you want to move to the SD card and move them over.
Welcome to AF!