I went to my dashboard - settings on wordpress.org and changed to lowercase. I hope things work now.
Thanks - that did the trick.
I've gone ahead and transferred over your email subscribers to the new site.
I still don't know why when I go to WordPress.com there is Rag Dolls Rising listed twice under my avatar on the upper right.
That's because both your old WordPress.com site and your new self-hosted site are connected to your WordPress.com account, and they have the same name. I don't think it's anything you need to worry about.
Does it matter that I registered this domain with wordpress.com? Do I need to transfer the register to make all this work?
Nope, you don't need to transfer the domain registration at all.
You should be all set now. Just let me know if you need anything else.