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If I want to get all the Bitcoin transactions since it started, how do I go about doing this? Is it possible to get all that data from bitcoind database?

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This is called the Blockchain. You can access it yourself if you use a client like the reference client, Bitcoin-QT. By reference, I mean that Bitcoin-QT downloads it to your disk... you have to write a program to access past transations, because Bitcoin-QT doesn't allow you to search past transactions other than your own.

Another way to access the blockchain is to use a web site like Blockchain.info. You can either use the web pages to review the blockchain, or use some of their APIs.

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