I know how to validate my rail pass, but don't know what to look for (some kind of validating machine, or what?) if I buy a regular ticket for a short journey. Where and how do people do this at the station?
German Rail tickets (for the trains outside of metro areas) are sold with validation date on them. No need to put them in a machine.
In metro areas, such as Munich, most tickets sold are open tickets, without a time or date, and you must validate them before using. You can tell these tickets because they will have the words, "Hier entwerten" on the edge where you must put them into the machine. At S- and U-bahn stations, you will see these machines (yellow, I believe) at the entrances to all stations. They will also be found on the streetcars. On buses, the driver will handle it.