This game is so confusing to me

I’m at level 18 and have been playing for a little over a month, but the game is still so confusing to me! I don’t understand what lineup I should have, what heroes are the best, all the random challenges, and most of the challenges I don’t even know how to start because they just take me to a page with no start button, I realize I sound stupid but did all of you pick this game up immediately? It’s getting harder the more I level up it seems