which trains are covered by the JR pass?

The Midosuji line is the Osaka Municipal Subway, which is not covered. Nearly all long distance lines are JR though, such as the bullet train between major cities. In Tokyo and Osaka, the only JR lines are the loop lines, in Tokyo it is called the Yamanote Line.
If you wish to check, go to Hyperdia and under More Options deselect Private Railway to only show the JR lines. Osaka is more interesting at night though, and has some great places to see, such as Dotonbori, the Umeda Sky Bldg, and Abeno Harukas Bldg. The real culture of Japan though is in nearby Kyoto and Nara.

Thank you very much!