Hi woozle, welcome! I guess you are using the wii edition?

If you notice at the top there's tabs you can switch between (after you've picked 7 day challenge). There's 3 tabs... I forget which one the first one is called, but it groups songs together. The second tab is songs and has an icon of a person, which you can choose which songs you want. The third tab is Gifts, basically the songs you've unlocked. I too had that problem when I first started playing, I didn't realize there were tabs.

Sweat and Difficulty are just to tell you how much each song will make you sweat and how difficult they are. The higher the number, the more difficult & the more you'll sweat. This is usually listed on each song, it will show little icons for sweat drops & another icon for difficulty.

You're not a pain at all. I was very confused when I got Just Dance 3, so I know how you feel. It took me some time to find my way around it, as it was setup differently than Just Dance 2. Tips.. well one thing I first did when I started playing Just Dance games is I just focused on the hand movements and learned those until I got them down, as I got more comfortable with the game, I slowly eased my way into the foot movements, following the dancer on screen. I felt very uncoordinated & clumsy too... even more now that I got Zumba 2. No remote to track if I'm moving my arms the right way, just my hips! For the most part on Just Dance games, I find learning the songs and getting them down the most fun.