Have you done the Tutorials in the Quick Start Tutorials manual? Reading is one thing, doing is another. Working through the Tutorials will give you an opportunity to actually use many of the new interface elements, such as the file tree.

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At a somewhat oversimplified level:
An Application consists of a .db and .dat file.
A Database is a particular set of records within the Application.
A Form is how you display the records in a particular Database.
An element is any widget on a Form.

If you translate a Q&A database (MYDB.DTF/MYDB.IDX),
you will end up with a Sesame Application (MYDB.DAT/MYDB.DB)
containing one database (MYDB)
with one Form (MYDB)
which has a number of elements (fields).

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As you use Sesame, you will find that it uses many of the same keystrokes, the same search syntax, the same programming language, etc. Many of the tree items correspond to Q&A menu choices. Once you get past the fact that it now has a graphical user interface instead of the DOS interface, I think you'll find Sesame quite familiar. Again, I recommend that you work with the tutorials. Some things that you may read in the manuals will make a lot more sense once you've had the opportunity to see and work with some of the items discussed. 

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I'm not sure I understand your question.  You don't have to name or rename applications. They will be given a default name. The Application name appears on the menu tree. If you don't care what appears there, you don't have to name or rename your application.

If you are talking about the renaming when you open an Application in Designer, Sesame keeps design files separate from running application files. This is so that you can work on the design without having to kick everyone out of the application.

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Not at this time. You can ask questions on this Forum as you run into problems. The Lanticans and the other Sesame users will do our best to answer them.
 
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Reports are one of the places where Sesame does depart from Q&A.  You may need to give yourself some time to learn the differences. Keep in mind that Sesame is meant to run in a graphical environment. This means that you will often use a mouse or some sort of visual element, rather than typing codes as in Q&A.

In Sesame, you don't number your columns. Instead, you place Value Boxes in the order you want them to appear. Rather than embed the Sorting in the elements, the same report can have an attached sort spec.

Perhaps you should do the Tutorials again? Repetition is a valuable learning tool in a graphical interface. In addition, as the steps become more familiar, things that confused you the first time may become clearer.

Keep in mind that you have been using Q&A for many many years. Things that are second nature to you now, like "4,DS,ST,SC,T,C,R" may not have always been so natural to you. Give yourself a little time and Sesame may start making the same kind of "sense" to you that Q&A does.