First of all, there's no need to feel like an idiot! Every one of us has been in your shoes....just at different ages. And we still ask questions when we're stumped!!
In attaching the PTO shaft to the tractor's pto stub: they're usually one of three common types and once you put one on it's like riding a bike. Once you slip the pto shaft on up to the point it stops, you'll need to release the safety catch to push it on until it's securely latched in place. To release it you may have to push a little button in on the side of the collar and push the shaft on til it latches. Or...the outer collar may rotate a few degrees (usually ccw) and then it gets pushed on. Or on some the collar needs to be pulled rearward while pushing the shaft forward until it snaps into place.
You just have to look at your pto shaft and see what you need to do to release the safety catch type you have. If its sticky.....clean it and lube it.
Once you have that mastered, hook the implement up to the tractor (engine off!) and connect the pto shaft. It's easier to connect the pto shaft when both ends are level with each other. If the implement isn't level (front to back) adjust the top link. Not level side to side: adjust the right side lift rod. If your implement isn't setting on level ground, start connecting the left side up first. then you can adjust the right side lift rod to allow that connection to be made. follow up with the top link. Then the PTO. If necessary, you can start the tractor up and raise the implement to aid in connecting the pto shaft if there's to much of a difference in height and the connections are stiff. But shut engine off first. Once implement is on the tractor you may have to make adjustments to level everything up again according to the manual.
Take your time, be safe, use your head and think about what you need to do to correct any misalignment (one step at a time) and you'll soon be a pro!