New user setup questions

[George <d1945@xxxxxxxxxxxxx>]

I really hate to post dumb sounding questions, but I'm really confused
about how to go about setting up mutt.  If someone can help me through
this, the complicated bits I'm confident I can figure out on my own.

I created an initial .muttrc using the following:

set realname = "Real Name"
set from = "realname@xxxxxxxxxxxxxx"
set spoolfile = "~/mail/inbox"
set folder = "~/mail"
set mbox = "+received"
set record = "+sent"
set pop_host = "pop.myisp.net"
set pop_user = "realname@xxxxxxxxx"

Ran mutt, exited mutt, fixed the terminal issues, ran mutt again and
selected 'G' to fetch my mail.  Mutt starts downloading, creates a new
3MB 'inbox' file but tells me I have zero messages.  So I repeat the
process hoping for a different outcome, but everything's the same,
except now I have a 6MB 'inbox' file that mutt still isn't reading.

As an alternative, I try 'c' and 'pop://pop.myisp.net' directly and
voila, mutt downloads (?) my headers and life seems good.  I can copy
messages using 'C' to an alternate temp mbox and read those messages
without a problem, but if I try changing back to my inbox, mutt
reports zero messages again.

I'm missing something really obvious here, but for the moment it's not
obvious enough.  What I'd like to know, apart from why mutt isn't
reading my inbox, is:

1.  If I pop my email account directly, am I supposed to be manually
   saving or moving those messages?
2.  Should I ignore all this and just go ahead and set up fetchmail,
   procmail, etc. and stop asking questions?  (I'm using Cygwin, so
   have some pity.)
3.  What took me so long to try mutt?

Thanks.