First of all, you should know that it is normal for being overwhelmed when you get started in a new area of programming. Even if you know a particular language, it can be quite difficult to sit down and read the designs for a particular industry. So don't stress out about it - just take it one piece at a time and make progress.
I think the other advice that was already given about learning how the main loop works is a good place to start. Once you know that, then you can move on to the update method and all of the things that are done there - rendering, then audio, etc... But make a concerted effort to only concentrate on one topic at a time, and you will be able to digest the information more easily.