Please look at the following figure - make sure you understand how two coordinate systems (x,y,z) or Cartesian coordinates and spherical coordinates can be used to locate the same point in space. Also understand the relations between the two systems.

Here's a nice way to see how the spherical coordinates sweep out space:

The coordinate r:

The coordinate theta:

The coordinate phi:

I found these nice animated gifs at this site:
http://www.math.montana.edu/frankw/ccp/multiworld/multipleIVP/spherical/body.htm