A copyright protects original works of authorship. Before you begin distributing your books, you will need to register for copyright protection. A copyright exists the moment your work is created. However, you need to register your copyright through the Library of Congress, who records your copyright claim and the date of its creation. This registration is public information and will hold up in the court of law.
Fan art is more complicated when it comes to copyright law. If your work falls into this category, be safe and make sure you understand the law.
Trademarks protect items that define your artwork such as your title, words, phrases, symbols and logos on your book. Unlike a copyright, that exsists the moment art is created, a trademark must be applied for. Be aware that this can be a lengthy and expensive process, and that trademarks require continuous commercial use to keep in force.
The R symbol stands for a registrated trademark. As soon as you sumbit your application for a trademark you may use the TM symbol on your project. Only when your application has been approved, or registered, can you use the R symbol.