Understanding the navball is critical to successful flight. Its behavior may seem illogical at first, but it can be tamed.
Your speed is relative to your point of reference. Clicking it will change between surface and orbit. Throttle is how much power you are giving your engines. The heading is the direction in degrees that you are facing. G forces are the pressures exerted due to acceleration. Your level is how far your ship has rolled left or right. Prograde means that you are headed toward something. Prograde means you are headed away. The target is the space center unless you are within 50km of some debris or another ship (verification needed).