What is a Concave, and should I look into it?

As a beginner, you don't need to worry about this, but try to choose one with medium concave so you can use it as a starting point. (Most beginner completes have a medium concave)

 If you are more advanced, you will definitely notice the difference in the concave.

 These are the three most common concaves:

Low concave gives more stability but is harder to flip. 

Mid/mellow concave is the most produced concave available. It is a perfect balance between low and Steep/high concave.
This gives you the stability you need and is high enough to flip well with it.

Steep/high concaves flip much easier, but are also less forgiving than medium or low.If you flip it too hard,
the deck can over-rotate.It may also be more uncomfortable for some because the edges are slightly
higher and you may notice this on your feet.

But as with anything for a skateboard deck, it is your personal preference.
There are no wrong choices.