Embedding my WP blog on a webpage?

I am not very familiar with RSS so I don’t know if I am even in the right area.
I just got my WP blog up and running, but instead of linking to it from my main website, I want to embed the blog on an existing page within that site.
Is this possible? I tried to copy/paste the rss feed code to the page, but that did not work.
Like I said, I am very unfamiliar with how RSS works, and may be barking up the wrong tree.
Thanks!