Depending on your MP3 player and what OS you use, you might want to check out these articles:
MP3 player compatibility with iTunes for Windows
iTunes for Mac OS X: Compatible Players
Also, this article can walk you through converting the song files to a couple of different formats, in case your music player doesn't support the default file type of iTunes (MPEG-4 AAC) :
I hope this helps! Best wishes and good luck!