What loads by default at a domain (ex: www.yoursite.com) is controlled by the web server which uses a configurable list of filenames like index.html, index.php, Default.aspx etc. You can learn more about how that works here.
Normally, your web host will allow you to have some control over that list, and the precedence one file takes over another when the web server refers to the list. Perhaps you have an administrative interface or dashboard control which allows you to configure this for your site. If not, you'll have to contact support at your web host to have changes made to that list.
1) Nothing is blocking you from seeing a page on your web server at a specific address, only from allowing one page or another to be what loads by default at the root web address, as explained above. If you have FTP access to your website directory, and can upload a file there, you can still browse directly to it, even though the WordPress installation's default page is showing up at your root web address. Just enter the specific file name in your browser, and you will browse to that page, ex: www.mysite.com/somepageicreated.html
2) Learning is always good either way, but you either want to learn to make WordPress sites or you want to learn to make your own websites. I'll assume WordPress for now, since you mentioned a preference for that platform. Just remember though: working with WordPress sites is not making your own website, it is changing a WordPress template to be as close as possible to what you want your website to be. This may or may not suit your requirements.
Playing with a free example from WordPress can be very useful for picking up the basics. Once you've played there for awhile and feel a bit more aware of how things work, take what you've learned and apply it to shaping your own site into what you'd like. Just remember to always create a backup of anything you mess with, so you can always return to an earlier state if you really mess things up good :)
Good luck!
