Hi Jeanie,
Well, I think you have gotten into a lot of Y seam sewing. These blocks have to be sewn with incomplete seams that you finish later. Just stop all stitching 1/4" from the edge, and the pieces should go together more easily.
When the diagrams show the parts in exploded format, they are telling you to put together the pieces in each sub-part first, then assemble all. That was a mouthful, but in the blue and white block you are being shown to make the block in 4 pieces before joining into a block. And then within each of the 4 parts there are 3 parts to make first: The 2-piece corners and then the central spindle... which even that is divided into 3 sections. Don't jump ahead, but follow the parts in each exploded section and remember to leave that last 1/4" unsewn, of any seams that will be partially sewn and finished later (Y seaming). Hope that makes sense. It's 1:30am and I'm in Night Owl mode, so I may not be explaining things the best way.