I remember how hard it was for me when I started Blender.
Blender is designed as a small and powerful 3D modeling tool, that is why it doesn't have as many pre-made resources and is so small to download. Sticking with it's theme Blender is designed to be all about the 3D model and the 3D modeler.
After using Blender for a few years, you will mostly be modeling in a screen like this.
Just hover your mouse on the 3D screen and press Ctrl-Up , this is Blender with the training wheels removed, it's designed to use as little menus as possible; instead you will use gestures and shortcut keys.
First Undo is basic Ctrl-Z, Redo is Ctrl-Shift-Z. For the undo history it's : Ctrl-Alt-Z, when you make a change you will lose any thing above that history.
Next is Repeat, to repeat the last action use Shift-R. For a repeat history use F3-key.
Last is the most powerful tool in the history, the Redo Tool. The redo tool will allow you to change the last action made.
It can be found in the lower left corner or by using the F6-key.
Combining the Redo with the Repeat command will allow you to create lots of different things from the same bases.
The redo command can also be used to change things you just added into the scene, for example if you add a circle you can use the redo to change it's vertex count.
I assume it's my fault for assuming I could jump straight in the deep end with my knowledge of 3ds max.
A lot of how 3ds Max works will differ greatly from Blender, that is because in Max the interface is part of the workflow, in Blender the interface is in the way.
I know it's strange, however Blender will allow you to do things much faster and will make it feel like you are effecting the model directly.
The only down side to Blender is that it doesn't have spline modeling in the way Max does, there are people working on it however spline modeling depends a lot on layers and the interface, so it clashes with the way Blender was made.
However there is hope, some of the projects look promising and adapts spline modeling to Blender's style.