Welcome to Knitting Help!
You don't need to slip the first stitch (or last) unless its for a specific reason. When done right it can create a chained look on the edge. Some people just end up with a loose stitch so they rarely do it.
Don't give up knitting. I didn't learn till I was over 50 so you're never too old or young to learn, it's a great hobby! I learned from the videos here for the most part. It takes practice to get even tension and learn all the different techniques. Just practice casting on, knitting and purling for now.
If you want to knit a scarf that would be good practice. Stockinette curls and you can help by putting a border of seed stitch or garter, but it won't stop it entirely. If you don't want a scarf that curls do one in ribbing, garter or seed stitch. If you don't care then go for it!
I wouldn't return the needles. They all get used at one time or another. I only use circular needles myself and prefer metal.