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Accessing salesforce data from a VS console app

Ok I have a really basic question. I'm am still very confused trying to use this platform. So I'm asking those types of questions that would not be well received on Stack Overflow. I want to become a productive member of this site, so please bear with me while I'm in the fog.

I have a VS C# console app, and I have used a connected service to link it with salesforce.

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Now I am feeling like an absolute idiot, as I am not sure what I can do with that connection. I also have the added complication of not having a sandbox.

So my first question is:

  1. Do I need to use sandbox to develop my apps?

When I run the app I have this:

enter image description here

Now I'm wondering if I'm able to login to my salesforce account from the console line and access data. I just can't figure out how to make that connection. I understand that I can use an external database.. but I am assuming I can access the dummy data that salesforce supplies.

How can I actually access my salesforce data from the app?

I don't expect a detailed answer, just if someone is able to point me in the right direction. Salesforce has so many features, it's actually difficult for me to ascertain which ones I need to follow. Looking at this answer https://salesforce.stackexchange.com/a/7989/25387 I think I'm a 2.99 lol.

I'm mainly concerned with .net development and salesforce at this stage.

I added the VS to the title so not to be confused with salesforce console.
Thanks.

user25387