The ones that direct you to other scriptures are called cross-references, and they're a great way to navigate your way through the Scriptures.
Rev. 19:13, in talking about Jesus, reads "He is dressed in a robe dipped in blood, and his name is the Word of God." (The cross-reference for this verse, incidentally, points me right back to John 1:1.) As I continue to study the first chapter of John, I will realize that "the Word" is one of the names of Jesus.
The letters that aren't italicized are meant to point you toward a footnote. This footnote is giving an alternate way to translate this particular verse. While the translation they used was "The true light that gives light to every man was coming into the world." the translaters also feel the verse could be translated "This was the true light that gives light to every man who comes into the world."
The different ways of translating changes the meaning slightly, so they want you to be aware of both ways of reading it.
Commentaries are useful, however they are not the Word of God as the scriptures are. They are more like having a really good Bible teacher with you, but if you're not quite sure about their background or interpretation, you can do a little more research on your own.
Notice the little leaf icon next to the 1:1.
If I saw the little shovel instead, it would be pointing to archaeological information.
If you do not have a study Bible, you can purchase the some of the reference materials common to these bibles separately. There are many commentaries available, as well as concordances, atlases, Bible dictionaries, etc. All of these tools are meant to help you understand God's Word, but they do not replace God's Word.
Have fun exploring your Bible.