LaTeX info?? like for real

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I'm having one hell of a time finding fundamental information about LaTeX. It's easy enough to find info on LaTeX commands, but whenever I try to download a distribution package it seems like there are always errors/problems of some sort and I have absolutely no idea how to fix them or often times what they even are because I can't figure out what the basic elements of the TeX and LaTeX software actually are!
And lord forbid I try to insert a figure into my document.
I've tried asking my research advisor for help but he thinks I have years of experience with computers and I'm never quite sure what he's telling me.

So if anyone has a good resource on the real basics of setting up the software and the necessary elements involved in generating a basic document that I can use to actually get to typing up my paper that would be wonderful.

Also if my question seems vague or confusing that's because I know so little that I'm not even sure how to phrase the question. My apologies, I am a bit desperate.

There is a program called LyX that is a GUI interface to LaTeX. I'm not sure if that would help you, but it seems like you might be someone who's familiar with GUIs and is trying to use a command line for the first time, so it might help.

If you're trying to install LaTeX and you get errors, you could try cutting/pasting the contents of the error messages. It's much easier to troubleshoot something where you have a concrete error message to go on.

Hmmm.. have you tried LyX? I found the Lyx documentation and user-interface a bit less confusing than with other TeX packages.
Good luck!

Edit: Oops, didn't see Ancalagon's post before I clicked 'submit'--sorry for the repetitiveness!

Well I know some Java and C++ as well as a few other programming languages and various software utilities like MATLAB, but I get confused with LaTeX about the fonts and the "packages" and how there's like a dozen different versions of everything not all of them compatible with each other.

So maybe more specifically, if I want to include a figure I made with winfig, I could export it as a .eps but then how do I actually get that figure to appear in the generated PDF or DVI? something like? :
\begin{figure}
some more stuff here
\end{figure}

But I was told I have to include a "package" but I can't figure out (get it FIGURE out hurr hurr) what that even means.

As far as I can tell, the packages are bits written in LaTeX that you can tell it to preload so you don't have to copy/paste a big long thing into every document.

The following should include the graphicx package, which should be the one you want for including images/figures:
\usepackage{graphicx}

The following should include the image "picture.eps":
\includegraphics{picture}

This link has a lot of details about how to do graphics in general, and has a section on figures specifically. On the side it has links to a bunch of other pages that look useful, including some sample documents.