Footbreaking - The easiest way is to take off your back foot and drag it on the ground. It takes some practice, and you should really spend some time focusing on it now, before you need it, so that you can stop when you need to! Read How to Footbreak for instructions and help.
Heel Drag - This takes some practice, but it's a common way to stop with people who have been skating a while. Basically, you put the heel of your back foot so that it is sticking off of the back of your skateboard, and lean back so that the front of your board comes up into the air. Step down on your heel, but make sure that the front half of your foot is still on the board. Your heel should drag a short ways, and you should stop. This will take practice - you may fall on your back a few times, and launch the board out in front of you a few times while you learn.
Power Slide - Powerslides are popular in the Tony Hawk video games, but they are actually fairly advanced. I mention them because I'm guessing you've played the game and want to do it - it does look pretty cool! Well, hold off on that for a while - you haven't even gotten to kickturns yet!
Bail! - When all else fails, just jump off of your board! If your knees are bent while you ride, this shouldn't be to hard. And if you jump forward, your skateboard will usually stop. Just remember - buying a new skateboard is much cheaper and easier than getting a broken arm, or a new face!