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Embarrassing effects newbie question

The loop pedal sits between your bass and your amp, and the effects are chained between the send and return sockets on the loop. The switch on the loop pedal sends the signal through the effects or bypasses them and sends your signal straight from your bass to your amp. This is the simplest setup; some pedals have multiple loops, and you may of course also put effect pedals before and after the loop pedal.
 
When you say put it in the loop... does that mean between the bass and effects, or between the effects and amp?

Sorry for the dumb question... effects noob

Think of the loop pedal as a detour, a scenic route for your signal. You can either go straight from A -> B (bass to amp) or engage the loop pedal which has all your effect in it and take the scenic route: bass -> effects -> amp.