The good news is that you are getting close to mastering MIDI. Once you get the echo thing resolved and then understand MIDI channels, you will be able to do a lot.
You can then learn a few controllers here and there as you need them, read up on quanitizing, and you'll be pretty close to a MIDI expertl
For what it's worth, in Preferences | Playback and Recording | Playback I have a check by "Always echo current MIDI track." Whenever I select a track, that track responds to my MIDI keyboard. If I start hearing other instruments, I go to them and "unblue" them by turning off Input Echo.