Most of the trails in Thetford forest are around Brandon, so that is the better station if you are going by train. From the station, head across town for Brandon Country park, and when you get there, find a trail into the woods opposite and follow it until you pick up the black route. it's mostly sandy, slightly uphill firetrail from there to High Lodge and the start of the trails.
If you go by car, High Lodge, where the trails start from is expensive to park. Those in the know park at Brandon country park, which is cheaper and has a better cafe. There is some free parking at Mayday farm, but it has been a target area for theives in the past.
Trails - plenty of fun swooping single-track on the red & black routes. More fire-roads on the green & Blue.
I would expect you to find the more difficult bits pleasently challenging. I have seen inexperiencd (and some moderately experienced) people get quite broken attempting some of the 'bombholes'
Most riders wear a helmet. I doubt you will get shouted at for being bare-headed. You don't get hair that cool by stuffing a lid on it.
The 'Beast of the East' is part of the black route that had a reputation for being the knarliest trail in the area, but it has become a 'must do' 'rights of passage' ride over the years and has got very worn. some of the parallel trails to it are better, but get fewer riders, so if you fall off you could be lying there a few hours if you are on your own.
I have some helmet cam video from one of the Retrobike forum rides there a couple of years ago - doesn't show the best bits of the trails, but from 2.40 to 4.00 are quite good.
http://www.youtube.com/v/Z49VClXUzJU&rel=1