First of all, welcome to the forum. I'm smiling as I type this, since you are reminding me what it felt like as a newbie coming to NP.
These can be confusing matters, and asking the questions here can really help. Keep in mind, that there are good instructions on Sedo for this as well. They also provide video tutorials, which may help.
Sedo does require that you verify your domain before you list there. Adding the txt record can be a little tricky, if you have never worked with a cpanel. Also, you may have to wait a bit for the txt verification be recognized by the Sedo server. It is best to add the txt verification at your registrar (GoDaddy?), before adding the listing to Sedo.
For Dan, likewise, you can list there readily, directly or indirectly using Afternic and their Dan landers. And their customer service has been very fast, even on nights and weekends. So feel free to ask them to walk you through the steps.
Note that "listing" is not the same as "transferring." A name can be listed on many marketplaces, while still at one registrar.
Sedo customer service has been very prompt in the past as well, both on their website and on NP. So don't be afraid to send them a question online.
Hope this helps. If not, feel free to ask away.