Don't feel badly! This *is* a complicated poem. Perhaps having some keys to understanding it will be helpful.
First, think of the poem as being written like a puzzle. As readers, we are presented with this strange situation, feeling rather than knowing what is going on.
As the stanzas progress, pieces of the puzzle come together.
The most important themes of the poem are that of loneliness and the inexplicability of some things in life. "Lenore" is the speaker's lost love. The raven knows only one word, "Nevermore." The speaker knows the bird does not reason; it had been taught the word by someone by "some unhappy master" and it and really means nothing. Therefore, the bird cannot be a trusted oracle.
This knowledge does not prevent the speaker from asking the bird melancholy questions for which the only possible answer will be the raven's croaking, "Nevermore." ("Can Lenore be found in Paradise?" "Nevermore!")
Eventually tired of his self-imposed torture, the speaker gives up. The final "corner piece" of the puzzle is put into place. The speaker's conclusion is that like the raven's meaningless squawking of "Nevermore!" there is no reason or moral lesson to be learned from the loss of Lenore.