Hi Screamer & welcome!
Lots of people feel the same when they're starting out. Don't worry and just take it one step at a time. The great thing about Primal living is that you're continually learning. I think the 21-day book has guidelines on what's okay and not-okay to eat. Basically the no list is processed food, grains (breads, pasta, etc.), unhealthy oils, no sugar, minimal fruit.
Yes foods are:
Foods with healthy fats: Coconut Oil, Olive Oil, avocados, macadamia nuts (10-12 a serving), brazil nuts, rib-eye steaks, salmon, pate, etc. Anything that is naturally fatty.
Healthy Carbs: Leaf salads (all sorts), ... actually, it's easier to write that most any vegetable is good for you, except the ones that are overly starchy (like potatoes)
Proteins: Anything that is cleanly sourced as you can afford or get. Free range chicken eggs, organic meats of all kinds, etc.
Good luck to you!
High fat dairy (in small amounts)
5' 10" | AGE: 35 | SW: 247 | CW: 229 | GW: 145-158-ish