Yes, there is definitely a learning curve.
To my mind, set list mode almost always makes sense. It just make it easier.
I would put the streaming audio player in the Global Rackspace.
For my way of learning, it helped to watch every video I could get my hands on. I guess start with more recent ones, ones that are beginner oriented, and ones referencing the streaming audio player. If the video is related to what you are doing, try to make the changes in your (duplicate) gig file while watching the video. Maybe make notes. (Note that some videos are referencing older versions of GP, which may be different in some respects).
There are some recent started videos that were create. Maybe start there?
Don’t get me wrong, the manual is very comprehensive and well written, but I am not so great at learning by reading manuals (everyone has a different learning style).