How can I get information on who is downloading my plugin? (new to this)

There is no native solution for this. I remember there was a third party service specializing in theme analytics, but can’t google it up now (might have been discontinued).

You should also note that official plugin directory severely prohibits gathering such information without explicit user consent. See the guidelines:

  1. No “phoning home” without user’s informed consent. …

http://wordpress.org/plugins/about/guidelines/

About only popular plugin I remember doing tracking (with consent and stuff) is WP SEO, you can look at their implementation for reference.