Sausages are pretty forgiving. As long as you don't burn them or leave the center raw, they should come out OK. Since they're pretty fatty (at least the good ones are) there's little chance of drying them out, so when in doubt, cook them a little longer. They'll feel firm, not squishy, when they're done.
The easiest way to cook raw sausages is in the oven (at 350-375 F375°F, 180-190°C or so). If you're doing it on the stove, I'd brown them first in a little (very little) oil, then add some water, or beer, or wine, or whatever you happen to have (not much - just enough to cover the bottom), cover, reduce the heat, and simmer until done. Feel free to cook some vegetables in the pan along with the sausage.