Retirement questions, I am financially ignorant.

I have no clue how any of this stuff works, but I already have a retirement fund set up at work. I work for UAB hospital and they have RSA which everyone calls teacher retirement for state employees? So I have a fund that gets 7.5% of my check but I wanted to set up a second retirement fund. Some people told me to set it up with RSA and then when I move in a few years transfer it to another thing. Should I just set up one at another place? Where is the best place to set one up? Am I way off track on this? I just want to make sure I am taken care of financially later on in life. Also should I set up other things besides a retirement fund?