Don't panic! :-)
This guide explains how to install Moodle for the first time. For some of these steps it goes into a lot of detail to try and cover the majority of possible web server setups, so this document may look long and complicated. Don't panic, once you know how to do it you can install Moodle in minutes!
If you have problems please read this document carefully - most common issues are answered in here. If you still have trouble, you can seek help from Moodle Help
Another option is to contact a web hosting company who can completely maintain Moodle for you, so that you can ignore all this and get straight into educating!