AE is creating an Image Sequence when you do that. That's what that icon in the project window means. You either need to take more care when locating your moved files or just deal with the image sequence by assigning it a new frame rate in the Interpret Footage settings.
And since you're so new, you owe it to yourself to spend a lot of quality time here.
AE isn't the kind of application you use for a couple of tricks and expect things to turn out right the first time. It takes a good knowledge of the AE basics to make it do what you want.
I have to start somewhere right? I don't understand your comment about "quality time" and "expecting things to turn out right the first time".
So how do I relink only 1 image? The image is still missing.
There's a small checkbox right at the bottom of the reload file dialog. It should say something like import as a PNG sequence. Un-check the box.