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Astrodust. welcome to Fire Emblem. These are pretty standard fairs of the game. They are their, for better or worse.

-The Main character's stats are never the same. The lords (what is normally the class of the main character). I assume you talking about Michia(spelling?) as she seems to be a magic character.

-Laguz are a Jeigan unit. In which I mean, they take away experience and are statistically inferior to the rest of the characters. They are only there to help you with early parts of the game, and to suck EXP. The Laguz aren't statistically inferior though. Thier stats are good but in early segments in the game they'll eat all the exp.

-If your in a situation with fog, and are getting ambushed, you should probably 1)hva e a scout to help you see. Either a their or a person with a torch. 2) Put all your week characters inside of a block with tougher guys on the outside.

-Stats work simply. Each character has a set chance of getting 1 for each stat when he/she upgrades. It's based on the class. Knights get more defense and Mages get more magic. The advantage to FE is you can calulate the damage and everything. Heres some stats
Damage=Attacking character's Mt=Defending characters Def
Mt=Strength+Weapon's power
Double attack: Spd>Spd+4 of other character

There are a lot more. These are the easy ones to help you out.

Your problems are
1)Your a n00b: FE is a hard game to pick up and play because it will hurt you in the beginning. You'll love using your Lv1 Paladin you get in the beginning of the game, only to realize everyone in your party is 13 and he/she is Lv2 at the last chapter in the game. Playing the Gameboy Advance one, I had to restart my game becuase I couldn't beat the last chapter. Just play and you'll learn
2)Play Path of Radience first: PoR is really the first FE game you should play. It's easier then many of them, and with Bonus experience and a Jeigan unit that can be used for the entire game, it's generally a more n00b friendly title.