Hey, welcome to the boards!
First, don't panic. Think of DC ("difficulty class") as "how hard will this be for me to do?" In D&D, you always roll a 20-sided die and add stuff to it. When you do, you're trying to reach a particular DC. The DC is different by what you're trying to do, and the numbers you add to your d20 are different depending on what you're trying to do.
For things like skill checks, the DM has a little chart that gives him numbers to use. For instance, if your first level fighter was trying to jump a small pit, you'd probably roll an athletics skill check -- the DC would be around 10, and you'd add your athletics skill modifier (possibly around +8 or +9) to the roll. That number comes from 1/2 your level, plus a ability score modifier, plus 5 if the skill is trained for you.
Everyone, heroes and monsters, have four kinds of defenses. These are armor class (AC), fortitude, reflex, and will. If you're trying to hit a monster's AC, you roll a d20, add your attack bonus, and compare it to the monster's AC. In effect, the beastie's AC is the difficulty class that you're trying to achieve.
So: try to tougher things (climb a steep wall, hit a well-armored foe) and the DC can go way up. Try to do easier things (listen to a loud conversation, hit a slow and poorly armored foe) and the Dc goes down quite a bit.
That help any?