This is the place to go to ask questions, so don’t be sorry for asking! Everyone has to start somewhere. I myself am not too far past the “Beginner” stage, but I think I can answer one (maybe two) of your questions.
Firstly, from what I understand, CUDA is a package that makes use of GPUs rather than CPUs to do at least some of the computing (feel free to correct me if I’m wrong). In case you don’t know what that means, CPU stands for Computational Processing Unit, which is the part that usually does a lot of the math and regular data manipulation stuff that programs do. It works one instruction at a time. The GPUs (Graphical Processing Units) are specialized for displaying graphics on your screen. One thing the GPUs do really well is executing multiple operations at the same time (called parallel processing). CUDA uses these GPUs to run your program much faster.
I have not even tried to use NSight, so this may be incorrect, but my understanding is that NSight is a development environment modification to either Eclipse or Visual Studio that is specifically designed for working with the Jetson devices. Note that NSight is not ment to be put on the Jetson, but rather on a host computer which the Jetson is connected to. Then, after developing some code on the host computer, the NSight environment (probably) has an easy way to transfer that code over to the Jetson for the device to run.
Hope this was of some help. Sorry I can’t link you to a beginner’s guide as I haven’t found a good one yet. Good luck with your coding!