Sounds like you are doing great, texas gal. Yes SOME of the blooms turn into fruit. Melons, like squash and cucumbers, have separate male and female flowers. You can tell which is which because the female ones come with little embryo fruits behind the flowers. It is common for cucurbits (the name of the melon/ squash/ cucumber/ pumpkin family) to produce all male flowers early in the season. Probably that helps to attract the pollinators so that when the female flowers show up there are males and the pollinators (bees, etc) waiting for them.
If a female flower does not get pollinated, the baby fruit grows for a little while anyway and then shrivels up and drops off.
So there's some birds and bees of cucurbits!