An "executor" is named by the testator and is required by the court to post a bond. An "administrator" is appointed to handle the affairs of one who dies intestate (without a will).
Be sure to check for a town or county historical society in the area you are researching. Know their hours of operation and their visitor rules.
There are three types of wills: Attested, Holographic and Nuncupative. The attested will is the most common and is prepared for the testator. A holographic will is written by the testator himself. A nuncupative will is the deathbed wishes of the testator, recorded by a witness present at the bedside. All wills must be witnessed.
Remember to source (document) everything you find on your ancestors. Undocumented genealogy is mythology. Most genealogy software will get you through the basics, Elizabeth Shown Mills has authored several very good books on the subject.
[Sources & Evidence]
When looking at deed indexes, be sure to look at both the "Grantor Index", an index to those selling the land and the "Grantee Index", an index to those buying the land.