A high-level overview
To give you an overview of courses, users, and roles, let's have a look at the following diagram. It shows nicely how central the three concepts are and also how other features are related to them. Again, all of their intricacies will be dealt with in due course, so for now, just start getting familiar with some Moodle terminology.
Let's start at the bottom-left and cycle through the pyramid clockwise. Users have to go through an Authentication process to get access to Moodle. They then have to go through the Enrolments step to be able to participate in Courses, which themselves are organized into Categories. Groups & Cohorts are different ways to group users at course level or site-wide. Users are granted Roles in particular Contexts. Which role is allowed to do what and which isn't, depends entirely on the Permissions set within that role.
The diagram also demonstrates a catch-22 situation. If we start with users, we have no courses to enroll them in to (except...