Alright, can I legally claim copyright on something I made without any special license?
AFAIK you don’t have to claim anything, you HAVE copyright if you made it.
With different licenses you can just be more precise.
Thanks
LOL: I was just posting “Thanks” but it said my message was too short! 
lol lol
Actually that’s a really good question. It seems like you should have a license on any software in addition to your copyright.
It depends on what country you live in. In the US, you automatically hold the copyright on your literary, artistic, and musical works at the time of their creation, but you have to be able to prove that you are the original creator of the work. You can also apply for a copyright with the copyright office to get better legal protection if you want.
Here is the US copyright office website: http://www.copyright.gov/
Here is their answer to your question: http://www.copyright.gov/help/faq/faq-general.html#register
When you distribute your game, you should specify what rights you are granting to the end user. This is why licenses are distributed with games. People have limited rights to use your game unless you specifically grant them other rights. A license helps keep clear what the end user may and may not do with your games or other works.