Hi Chocogirl,
Here are some pointers for knitting mittens-- and the confusion is not so much in the pattern as it is in the way some directions are written (badly

).
If you can knit and purl and increase and decrease, you're all set to go. Most patterns start from the bottom, and I think that's the easiest way to go. I'm going to explain this according to the pattern I put up as a link, a couple of posts above on this thread.
So you're ribbing for a couple of inches to form the cuff. Then you are starting the hand AND at the same time, usually beginning the thumb gore, too. (Sometimes the gore is called a gusset.) To do that, you increase by 2 stitches, and for several rows, you continue to increase by 2 more, and each time you will have more stitches in-between the 2 new ones, so that kind of a triangle is being formed. Again-- this is as you are continuing to come up the hand. Once the gore is big enough, you put those stitches on a holder and then continue up the hand, until you have about an inch left to the top of the hand. Then you are gradually decreasing to form the top of the mitten and then finish off.
Then you go back to your thumb gore and put those saved stitches on a needle and knit them until, like the top of the mitten, you have just a little left to go, and then you gradually decrease to form the top of the thumb and then finish off.
If you've knit in the round, you're pretty much done, except to tie up loose ends. If not, then you sew up the seams and that's it. Oh, except then you need to do it all over again so that you have 2

.
One hint about knitting mittens-- when you pick up those held gore stitches to do the thumb, you also pick up a couple of extra from the hand to pull everything together. Except it never works completely

. Patterns never seem to tell you that and so you have a little hole at the base of the thumb. So what you do is either when you're done, go back and tidy it up with some yarn on a sewing/darning needle, or when you pick up the couple of extra stitches from the hand, pick up a couple of extra to tighten it all up and then immediately knit them together to come up with the number of stitches you were supposed to pick up.
And if you do decide to knit a pair, of course people on this site will be happy to help if you run into trouble!