Ensure that your kernel is i386 or generic; there is no
version of Opera suitable for the amd kernel.

If you are trying to install the very latest build of Opera,
Build 698, ver 9.26, it may be better instead to look on
their site for the previous ver 9.25. When I upgraded
yesterday the downloaded .deb would not install via Aptitude
(it kept insisting that some other installer was running
concurrently) and I had to run dpkg -i in a terminal. It
installed ok but in the process wiped out
/boot/initrd.img-2.6.22-14-generic, and I had to rename the
.bak to get past grub. I too am a newbie, and the process
was Not Fun.