Ya, man. You'll be fine. It's less complicated than it seems at first. I was really intimidated when I first started trying to figure it all out but putting my head down for a couple weeks it all started coming together and I'm rockin' now. It's just the initial learning curve of juggling the concepts of notes, velocity and "controllers" (not hardware... the MIDI CC messages) all at once. I kind of look at it like this on a guitar: Notes, pretty straightforward... just what note you left hand is fretting, Velocity, how hard you are hitting the strings with your right hand, Controllers, variable effects like the tone pots on the guitar or effects pedals.
The more in depth stuff like channels still eludes me somewhat but that seems to not be as crucial to get stuff done within Sonar.
It's a bit scattered but the best help I got in regards to MIDI was directly from the X2 manual. I just went through the various entries on MIDI in the manual as they appeared and performed the tasks/functions they described step by step.
The other tricky thing is setting up a hardware controller which tends to be specific to a lot of devices unless you've got something that syncs up to Sonar automagically. My M-Audio just played notes as soon as I plugged it in and for the faders/knobs right clicking on parameters in Sonar then using the MIDI learn feature maps most stuff (but not all for some reason). With my padKontrol though I found it was a lot easier to just find the notes, controllers, etc that represented what I wanted to do then used the programming features on the pK to switch the pads and stuff to that and then saving it as a Scene. I haven't messed with the pK since I've gone all in with my MIDI studying though so I'll probably be able to figure out easier ways to do all that now.
Good luck.