Well, you are probably missing several somethings, but you shouldn't
feel stupid about it because Word does its best to confuse people --
and it usually succeeds!
The first thing is to avoid the Insert > Page Number command, which is
one of those "Word is smarter than you" things that will drive you
nuts. Instead, you should open the footer (or header) area, use tabs
to position the cursor to the center or right of the line if that's
where you want it, and use the Insert > Field > Page command or the
Page Number button on the Header/Footer toolbar to insert the number.
At least then it will stay put.
Now, before I go on, let me point you to a few articles that will
explain about Word's footers, and the first-page thing:
http://sbarnhill.mvps.org/WordFAQs/HeaderFooter.htm
http://word.mvps.org/FAQs/Numbering/PageNumbering.htm
http://word.mvps.org/FAQs/Formatting/NumberingFrontMatter.htm
Finally, about setting the starting page number: When the cursor is in
the footer area, the Header/Footer toolbar should be visible. One of
its buttons is Format Page Number (picture of a hand holding a sheet
of paper with a # sign). That button leads to a dialog where you can
set the starting page number of the current section (if you haven't
inserted any section breaks, then the document has one section).
So let's say you want the first page of the document not to show any
page number and you want the second page to show 42 (and increasing on
the following pages) at the right end of the footer. Start by going to
File > Page Setup > Layout and checking the box for "Different first
page"; click OK.
On the first page the footer is empty, and you should leave it that
way. Go to the second page, click View > Header and Footer (which
opens the header area) and press the down arrow to jump down to the
footer area. Make sure you see "Footer" above the dashed box and not
"First Page Footer".
Click the Format Page Number button, and type 41 in the Start At box
(the first page will be page 41 but not show a number, and page 2 will
show 42).
Now press the Tab key twice. The footer defaults to the Footer style,
which includes tab stops at 3" and 6" (you can adjust these in the
ruler if necessary), so two Tab presses will bring the cursor to the
right margin. Click the Page Number button on the Header/Footer
toolbar to insert the page number. Finally, click Close on the same
toolbar or double-click in the main text to close the footer area.
One more wrinkle: If you want the page numbers (on page 2 and later)
to appear on the right for odd-numbered pages and on the left for
even-numbered pages, then in File > Page Setup you should check both
"Different first page" and "Different odd and even". That will make
three footers available: the First Page footer, the Even Page footer,
and the Odd page footer. You can set up the Odd Page footer as
described above, with two tabs and then the page number. The Even Page
footer should just have the page number at the left margin, no tabs.