Starting out can definitely feel like you've jumped into the deep end. Let me try and break it down in a way that makes it a bit more manageable.
First off, it's fine to take the lessons one at a time. They're laid out in a certain order for a reason. Each one builds on the last.
After each lesson, try to put that knowledge to work. Say you just finished a lesson on picking a niche. Spend some time right after to brainstorm and research some ideas. It's like learning to swim - you gotta get in the water and paddle around a bit.
Speaking of niches, you're spot on about needing to nail down your niche before you even think about a domain name. But there is no rush to get everything done after each lesson.
It's a balancing act between learning and doing. Don't get too hung up on getting everything perfect before moving to the next lesson. But also, don't just blaze through without trying things out. Taking some action steps will help you get a sense of where you will go next...and take notes along the way.
If you're feeling like it's a lot, that's totally normal. Just try to break it down into smaller chunks. Focus on one thing, get a bit comfortable with it, then move on to the next. And if you find yourself getting stuck, don't be afraid to loop back to earlier lessons for a refresher or ask anything here in the forum. We have all got questions....
It's like having a team with you. You can throw questions out, get some tips, and even learn from what others are doing.
It's all about taking steps. Even small ones count. You're building something bit by bit, and it's going to take some time to see it all come together. But keep at it, and you'll get there. Trust me, it's worth it.