Just read a bit through the forum here and you will get the gist.
The dingoo could take cards up to 16gb, but you are on the safe side with a 8gb card and I think its space enough for some roms and games.
To play some games, just plugin you dingoo to your pc and drop some roms on its buildin memory. The gba emulator is quite good, but it cant handle all roms. For example Duke Nukem nearly unplayble, Doom lacks of speed and most other 3d games cant be run very playable. But if you install dingux (a linux kernel for the dingoo) you are able to play real duke nukem and doom ports. So you wont need the gba version with that crappy screenresolution.
If you have anymore question, just shoot em out.