Modeling with Bezier Curves
In Chapter 3, Controlling the Lamp, the Camera, and Animating Objects you discussed using Bezier Curves as F-Curves to control motion. Blender uses Bezier Curves for modeling as well. They are good for making objects with smooth curves. One big difference between the curves used for controlling motion and the curves used for modeling is that the ones used for modeling can move along the X, Y, and Z axes instead of just the timeline axis, so they can be used with much more flexibility.
Making an object with a single Bezier Curve
Much of the time, Bezier Curves are used like cookie cutters to describe a shape which is then extruded. These may even have holes in them so you can make very complex shapes. However you will start with a simple one.