Bike question - No resistance when pedalling?

[00910]

So recently I bought this cheap mountain bike (I know, but that was all I could afford so cheapo bike it is) and I know nothing about bikes, except how to get on it and ride it.

The bike has 18 gears and honestly, I have no idea how these work.
When I pedal on the bike, there are some times (most times) where I feel like there is a lack of resistance/tension - like my feet moving the pedal are the only force? like it's freefalling .. I don't know .. yeah anyway I don't really think this is normal. It seems like even if I move my legs and pedal really quickly, the speed and distance I cover is still less than that covered by someone else using less energy/moving their legs less.

I have tried to shift my gears - both higher and lower, though I have this feeling it's not really working as to me, it all kind of feels the same .. no resistance whatsoever.

I have trouble breaking when going downhill also. I only use my rear brake usually, because my front brakes squeak really loudly and threaten to stop me too suddenly...

Any ideas on what could be the problem and how I could go about fixing it? ..

Thanks