Haha, I understand how you feel, now I think about it, yeah Greek Mythology is pretty confusing.
I started off by just borrowing a general book of myths from creation, the Titans, then to the later events. It would be best if you learnt the members of the Greek pantheon, mythical creatures and learn a basic time line of what happened. That's so you can have a basic understanding, otherwise everything will be confusing shizz lol. Usually, if you borrow a book on Greek mythology it should be in order (Or to the best of its ability).
Afterwards you know the really common and well known ones, you can start reading more, and blah blah, you'll just read whatever you're interested in.
http://greece.mrdonn.org/greekgods/
^^ This is a fairly simple site, but it should get you started. Hope it helps. Sorry if I don't make sense, it's a bit fuddled :P