Start by reading the help. There's really not much more to say than that. You are trying to understand a complex and complicated program based on some assumptions and familiar looking icons, when in fact many things will work completely different from what you expect. Flying blind is bound to fail...
all the brushes in Ae work as effects on a Layer, and the painting process is done on the layer itself and not the composition. this can be confusing for beginners ("so there's also a layer window???") clicking twice on layers in Ae gets you to the Layer Panel.
this is getting to more advanced stuff, and intuition can only get you so far in AE. please read the manual - read through here:
if you have any specific questions, us geeks will be here.