It's alright - start off easy, do some browsing/text editing/etc, don't jump to complicated stuff. You'll get there!
If you come to Windows merely a few weeks after, you'll feel same discomfort that you feel now. Linux will become more familiar, easy, and predictable.
Just keep on going and enjoy your ride. Oh and - I hope you chose a simple, newbie-friendly distribution. Figuring out technicalities when you didn't yet have basics is no fun.