Nope, not stupid. You just haven't worked with this stuff very much. It's sorta like riding a bike - you keep trying until you don't fall off any more!
In Windows your desktop is actually made up of 2 separate desktops - there's the Public profile (which is used for all users), and there's the Default User (a copy of which becomes yours once the account is created). So, when you're viewing the icons on your desktop, you'll see the stuff for both of them. This comes in handy if you want certain programs to run in all profiles, and some programs only to run in your profile.
If you enable the viewing of Hidden files in Windows Explorer, you'll see 2 desktop.ini folders on your desktop - one is for the Public profile, and one is for your profile).
There's lot's more to the different aspects of the file system that you can discover by browsing around the directory structure. Just be careful that you don't delete something that you'll need!