First, welcome to Flyertalk!

You are right, it can be very confusing.

You may want to start by reading the Alliance Forums.... that is the best place to learn about the different alliances and benefits and pitfalls.

At a minimum, you probably want to pick one airline/alliance and center your travel with them. That will depend on your flying patterns and home airport. If you provide some of that detail, people here will be more than willing to assist.

It gets even better... you can actually get some bonuses for hotels, cars and credit card spend and buying flowers and candy applied as miles to your accounts...