Yep, you've got to give them a good cleaning before putting them in your system... I mean if it's too late don't worry too much as you'll still grow o.k. but you'll have a hell of a time with p.h. levels (I did for my first few grows and that was with me washing the pebbles first)
If you can stick em all in the bath and give them a good rinse through (get one of those 'grill' things that go over the plug hole so you don't lose loads down the drain)
As for the rockwool, you've got to wait until she's showing roots (the more the merrier) before putting them in the pebbles...and just make sure that the nute levels come up to at least a bit of the bottom of the rockwool cube.
Spend a day reading through peoples diary's etc... the more you research the better prepared you are
keep it simple and enjoy