I'm going to Amsterdam in a while, and I'd like to visit Bruges while I'm there. Do you know if there's any through train from Amsterdam to Bruges? And could you tell me about any cheap youth hostel in Amsterdam? Thank you very much for your help!

No direct but a painless change in Antwerp - about 3.5 hours each way though.

Amsterdam hostels - no better source IMO than Let's Go Europe - lists dozens and dozens and critiques them. Beware some A'dam hostels are literally flea bag dumps appealing to a down and out crowd so chose wisely

Couple of things:

www.ns.nl Rail Service

www.eurocheapo.com Budget hotels

I've heard of "Stayok" and "Flying Pig" hostels.. check tripadvisor.com, too.

StayOkay are what used to be the youth hostels in the Netherlands. These are generally very good. www.stayokay.com.
Also look at www.hihostels.com

You might want to check out "The Shelter" hostels - there is one in the main part of the city (red light district actually) and the other in the Jordaan (much quieter). I think you can find info on the web about them - they are Christian but very low key Christian - perhaps a bit better run and attracting less boisterous travelers - but the "party scene" is nearby if that is what you are looking for.