When learning a language, people always want to learn "hello," "how are you," and "thank you" before anything else. I know that. However, at this stage you only know words – and have no knowledge or experience in how to use or conjugate these words. The grammar within these words is too complex for you to understand right now. However, you can just memorize these words as one unit and not worry about the grammar within them at this point.
안녕하세요 = hello
감사하다 and 고맙다 are the two words that are commonly used to say "thank you." However, they are rarely used in those forms and are almost always conjugated. They can be conjugated in a variety of ways, which you won't learn until Lesson 5 and Lesson 6. I will show you a list of the more commonly used forms, but I can't stress enough that you won't understand how this works until later lessons:
감사합니다
감사해요
고마워
고맙습니다
고마워요
잘 지내세요? = How are you?
Technically the appropriate expression in Korean, but not as common as "how are you" in English. I would say that using "잘 지내세요?" is an English style of greeting people in Korean.
제발 = Please
It is, of course, important for you to memorize these expressions in Korean, but you need to know that there is a reason why they are said that way. For now, don't worry about why they are said that way, and simply memorize them. We will get back to them in later lessons when they become important.