I am a self-taught quilter for the most part. That said, I was fortunate enough to start my quilting adventure when Simply Quilts with Alex Anderson was still on the air. And I had a friend who is also a hand quilter. I agree with all the folks who suggest either a class at your LQS or try videos. Perhaps your local library has some videos available as well.
I, agree, it usually takes a few stitches to get your rhythm going. Size of your stitches is not as important as the consistency of the size of your stitch. Over time, your stitches will become smaller. I've tried the longer needles but am more fond of the smaller quilting 'betweens'. I think they are a sturdier needle. Find yourself a thimble that you are comfortable using. I use a 'thimblelady' thimble. It's a bit longer than a traditional thimble; open-ended; and you push with the pad of your finger vs the tip, thus making it (certainly for me) a more comfortable action.
I use a thimble on my middle finger; have a rubber finger tip (like used to be used to count pages/money) on my index finger. Easier for me to grip the needle when finished with that group of stitches. The under finger gets quite pricked and eventually calloused from feeling that needle tip coming through. There are implements out there to help with that but I've never gotten comfortable with any of them.
Hand quilting is a skill that typically takes quite a bit of practice before becoming proficient. Keep at it...you'll get there. It's all about the process. Not a race.