Most all of us started out knowing nothing, so don't feel alone. With time, patience and experimentation, I'm sure things will all fall into place.
While undesired sites can be deleted, I'll typically either Avoid them or assign them to a different Quick Key than what is used for my "close by" sites.
I'm presuming you are scanning a large statewide trunked system. For you to hear a given talkgroup, you must be in reception area of a site and the given talkgroup has to be affiliated with that site.
In those large statewide trunked systems, talkgroups are usually assigned to a "home" site and may be allowed to affiliate with other sites or they may be prohibited from affiliating with other (as in "non-home" sites). It's all depending how a system is configured by the administrator.
The best bet is to program any site which is in your area. Then program all the talkgroups you wish to monitor. The scanner does a pretty good job of taking it from there.
If you want a long-winded explanation, read on.
What happens is your scanner attempts to receive the control channel for each site (excluding those avoided or have quick keys off). When the scanner receives the control channel, it "listens" to the data stream. The data stream includes information such as the TGID and the voice frequency for active or "granted" channels. The scanner will look to see if that TGID is in your list of talkgroups that you'd like to monitor. If it finds the TGID, the scanner tunes to the voice frequency and you hear the conversation.