As you can tell by my gear I am somewhat new to guitar, but I must ask...

since the Marshall Haze has no "FX Loop", does that mean I cannot use effect pedals such as the Boss ME-20 I'm getting for my birthday? if not, then what DOES it mean? Thx in advance, I was just thinking about saving up for a Haze Full Stack as my first Tube Stack until I saw that.
An effects loop is in between the preamp and power amp, so any effects there affect the distorted (or clean) signal coming from the preamp.
You can still use the ME-20, the effects loop is only there because some effects (Modulation or time based effects; delay, phasers, flanger, chorus) sound better when applied after the preamp.