Well I tried one of the missions and I made the helo move a few metre's on the ground lol.
I'm in way over my head, I haven't played a sim before, where do I even start?
Read the manual, yes all of it. The clue is the in the genre "Study Simulator", and you really do have to put the effort in and study the aircraft, the weapons, and the threats you'll face in order to get the most out of sims like this.
Best way to start is forget the Shark even carry weapons, don't worry about killing things yet, simply learn to fly and navigate the aircraft. Once you can do that with your eyes closed then start of the combat side of things.
Try and find a few guys to fly with online, I run a public TS3 server for people to use when flying if you don't have access to comms, you'll be amased how much quicker you'll learn when you have other guys (even if they are newbies as well) to bounce questions off and practice with. And sims are always 10 times more enjoyable online. It is in fact the reason that apart from doing my regular training flights, I only fly sims online, both with a group of friends and in public servers.
If you don't have any mates who are into sims, get onto ED's forums and stick a post on the multiplayer boards and get a few people together, there is a group of guys who I've flown with who did exactly that and they meet up on my TS server most weekend to fly around, blow stuff up and just pass on new things they've learned to each other. You'll be amazed by the flight sim community if you get involved in it. It's so much more friendly and helpful than any other gaming community, and those of us who've been around for a long time are always more than happy to help out the newbies whenever we can. And best of luck with your first taste of flight sims, but be careful I started out like you 12 years ago, and now I'm a true addict who's spent £1000s on hardware, manuals and software just to satisfy and enhance my addiction.