Tools can make a big difference in what you can and cant make. If you dont have one allready scour your local facebook buy and sell groups as well as the local ebay collection only for a 'Radial Chop Saw' see if you can find a decent sized one (12"blade) and with a hefty motor(2000w+). This will make all the difference in being able to make accurate cuts and slots which will lead to a stronger and longer lasting project. It will also open you up to being able to make allsorts of different projects. I mentioned this to a friend on fb and within 3 days had found a huge thing for £40 from just round the corner so they are out there. I have an Electra Beckum on its own stand, it can cope with allsorts.
Work to a plan, you might find that you have to buy some timber to make a decent frame and use this for cladding if youre going down the shed route. I get a lot of free stuff and it gets hoarded until its used in conjunction with something else, sometime I have to buy materials to use the free stuff.
The special nails are called 'Annular ring shank nails'
Although I go to my local boot sale and theres a guy there who has boxes of 3inch and 4inch screws that are a third the price of nails so Im a bit of a snob in the nail department these days.
Project ideas? Benches are always popular and useful. Enjoy your free timber!