How much electricity does this thing put out to the headphones? And could I do a bunch, connect them together and actually create real power from nothing?

The energy collected is very small, in the order of a few dozen microwatts (millionth of a watt). It depends on how close the transmitter is to the antenna, the length of the antenna and the losses in the components. The wavelength of a radio wave in the AM broadcast band is in hundreds of feet; at 740 kHz it is 1329 ft (405 m), and a 50-foot antenna will capture only a small fraction of its energy. It is not a practical source of power. A small LED of 10 - 20 milliwatts (thousandth of a watt) would need thousands of crystal radios and their associated antennae to light it.