I used to be completely confused too!! But since my brothers are video game freaks I got taught well
The nunchuck is like an add-on, you will need it only for SOME games and when it IS used, it's used for moving characters and stuff.
The classic controller doesn't come with the Wii; that's bought separately when you're going to play virtual console games.
The actual controller you will be using is the Wii remote which is this one. It looks a little complicated to use but it's actually VERY easy! and when you need to use the nunchuck, you attach it to the Wii remote with the cord it has.
Other than that, it's very easy and fun to use