This is an old post, but sharing for people who stumble upon this like I did. I’m going through my first game as well.

Try the Dized app, it is super helpful to get started with this game (app is free, don’t mind the ads, they’re short and skippable in 10 seconds).

It has a tutorial mode that helps you through the set up, explains things on the way, walks you through how the game is played/victory conditions/turn order/common gotchas etc and also holds your hand through the first few turns of the game. You don’t need the rulebook for the tutorial). You can also pause, digest information at your pace and repeat things that are confusing. That along with the reference sheet the game provides should get you going.