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Don't worry about the DNS pages, they like to scare you. And if you break it, we can always help you fix it! Just use the nameservers that were included in your welcome email.
You're right that first you have to modify your DNS, so that your domain will point to your hosting.
After that, you need to upload your website. Easiest way to do that is to download an FTP program (such as Smart FTP) and install that onto your computer. To log into your hosting, use the IP address for the server address, and then your cPanel username and password for your login. Upload all files into the public_html folder, and it'll be alllll good!
If you need any more help, just ask. You're not an idiot, it just can be rather intimidating at first.
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