What! This makes no sense

Here’s the website instructions… where to begin: http://codex.wordpress.org/Installing_WordPress

What is a “web server”? I thought that is what I bought with wordpress.com? So I need to go to “godaddy.com” and sign up for another “thing”?

FTP client? Why do i need that? Doesn’t the wordpress.com site have everything on it?

This instruction: Create a database for WordPress on your web server, as well as a MySQL user who has all privileges for accessing and modifying it.

Huh, I don’ even know what a web server is… I thought that’s what wordpress.com was? What is a web server and where do I get one? How do I “create” a database on this thing called a server?

Well I won’t go on, but I need better instructions on how to use this thing, or I’d like to get my money back. I’ve made websites using Microsoft publisher, Filezilla FTP, and signing up for a domain on godaddy.com. Which admittedly is very clunky.

I thought this would be easier, but it certainly seems like a waste of money so far.