Lets start by a bit of recap about a guitar's design - guitars generally use steel or nylon strings.
Steel strings are mainly played by a plectrum, while nylon is exclusively finger picked (at least meant to be). Nylons are a more expensive in general and last longer as well. An "orthodox Spanish" generally uses six steel strings.
Well, all guitar string will form callouses on your fingers and hands - whichever part comes in contact with these and applies any pressure. The proverbial "played it till my fingers bled" is not always true. I for myself never got anything more than a few scratches. So don't let that bother you too much. Just take care while changing the strings as they can be pretty pointy and give you pricks - this is especially true for the steel/brass.
Maintaining your Guitar:
When to change your guitar strings?
If you maintain them well, all strings should last months at least. You only need to change the strings when the outer coil (wound around the thicker strings)) starts breaking and the guitar starts making odd shrill rattles. In practice, the thicker they come, the more they last. The 5th and 6th strings, rarely - if ever - need to be replaced. Just replace the damaged string and you are good to go. The commonest strings to break for most people are the 3rd, 2nd and 1st.
How to change your guitar strings?
Just unscrew the keys to loosen the tension and then remove the attached part of the damaged string. Remove it out of the threading hole at the back and dispose of it. Take a new string and thread it in at the back; thread the tip (the back has a small round piece of metal attached to ti for anchorage) through the hole on the key and wrap it in in place. Now just raise the tension and tune it to your guitar.
How to keep them from breaking all the time?
If you are a newbie, you will break quite a few strings at first. Once you get your right hand force right the losses will be reduced substantially. If you are loosing strings to corrosion, I guess you either don't play it too often or you keep it lying just here and there or it may be so that you live in a humid area (especially near the sea where everything gets corroded by the salt in the air).
These may help - Try putting petroleum jelly on the strings once every few weeks or so to keep them safe from moisture. Note: putting it will distort your tuning and you must retune it. This will also make your playing a bit more smooth.
How to tune a guitar?
Read Tuning your guitar step by step...
How do I keep them from losing tune?
There is no way(.) The entire guitar has metallic components, so even a nylon will loose tune every now and then. It can be due to the change in ambient temperature (taking the guitar in and out of an AC room). You must master how to tune your guitar.
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