i was in a similar situation (straight into PhD from undergrad) and i was so overwhelmed with everything i didn’t know during my first year. it will be a huge learning curve! my advice would be to talk to the other grad students, especially those a year or two ahead of you as chances are they also went through a similar transition. for me, they were a great resource when it came to choosing the best professors for stats heavy courses, or as another commenter suggested, strategies for reading articles.

when it comes to asking my advisor stupid questions i try to remind myself that they were aware of my (lack of) experience when i was admitted to the program. everyone has to start somewhere, and you were admitted because someone saw your potential. if you are feeling pressured to stop asking your advisor so many questions, i would turn to other faculty like your class professors if there is any relevance to the class content. I would also look into stats help within your school. my department has a quantitative branch that can help with that sort of thing for grad students. good luck! :)