05 Ram 3500,
First of all, your question is a good, honest question. It's not "stupid" at all. And, I for one, am not laughing at you for asking it. None of us were born knowing the answer to that question or any other, for that matter. That's why were here. To learn & to share information. I can't believe how much I've learned on these forums & I'm grateful for everything I have learned. Its made owning my Dodge/Cummins trucks just that much more fun.
Now, to answer your question. You do not want to drive in four wheel drive on dry pavement. The 4X4 needs to be able to "slip" a bit, especially, in turns & curves. It will have a tendency to want to torque or bind-up the drivetrain if the tires can't slip, a bit. In snow or mud or slippery surfaces, that slip will occur.
When you are driving in slippery, snowy conditions & you feel the truck start to loose some of its stable footing, that is the time to put it into 4X4. You should start to feel a more secure feeling in the trucks handling.
One thing you want to be careful of, though is, just because you have 4X4 doesn't mean your truck is invincible. Often, 4X4 means you can get a bit further into trouble before you actually get stuck. So, get yourself a good tow strap for either pulling you or the other guy out.
Above all, enjoy your new truck. You got a great one.
Joe F. (Buffalo)