Welcome to PIA. Don't worry you'll soon get the hang of it. There are two reasons you you could be seeing the last post of the thread first.
1. have a look at your settings in your profile. You may be set up for precisely that. Click on 'Quick Links' at the top of the page and select 'Edit Options'. Scroll down to 'Thread display options'. A click of the mouse will sort that one out.
2. You may be clicking on the orange arrow by the thread's title. That will take directly to the last post (useful for the long threads you've already read).