This being your introduction to RPG games, it can feel a tad overwhelming. However, I think you made a good first choice in that, while complicated, Descent 2e is a great starter for this genre. That being said, your first question pertaining to Archtypes and Classes can be better explained with a culinary example.
1) Think of the Archtype as the type of food you want to dine on: Mexican, Chinese, Italian, etc. Think of Classes as entrees. Now, in the case of the current shipping edition of Descent 2e, there are two entrees to choose from each food type: Enchilada or Burrito for Mexican. Won Tons or Kung Pow Chicken for Chinese. Pizza or Spaghetti for Itallian, etc. Finally, consider each hero as the delivery person of one of these food types - remember though, that while you can choose a food type and even an entree, the restaurant the hero is working for is NOT in your control. They already have an employer and that company's logo is represented by the red/green/yellow/blue icon in the top center of each hero card. If you are with me still let's translate: a hero has a predefined Archtype (food type) which offers a player a choice of class (entree) to play. Each hero is predefined as an Archtype (company logo).
What this means in the game is that you may select a hero with a Warrior Archtype (red icon) who may be either a Berseker Class OR a Knight Class. When issuing the BASIC cards every Class has at least one item (typically a weapon, but could also include shields or accessories) and they all start with just ONE skill (the one without the XP number on the upper right of the card). If you take a close look at the BACK of each Class Deck you will see their Class Name printed beneath the red/green/yellow/blue Archtype Icon (Berserker, Knight, etc). You only use the corresponding items and single skill card. All future skill cards purchased are only purchased from the same Class Deck. It sounds like in your example you took BOTH the Berserker AND the Knight starting items and starting skills.
2) Start of Turn abilities are just that - anything specifically stated as transpiring at the start of your turn. In these types of games verbiage is not chosen lightly. What may appear as a question of symantics to you is NOT how the rules are to be interpreted. They are written very specifically to alleviate questions pertaining to said rules. In this case, while you may not have any current skills or attributes or heroic feats that permit you to take such actions, rest assured that something does and once that something comes to be in your gaming session THEN it will be played as intended (which could very well be "at the start of a hero's turn"). A good example is Poison. When a hero is poisoned they roll an attribute test "at the start of their turn". The reason it is played as such is that a player could very well be knocked out by poison before they have an opportunity to heal themselves - this is how poison is intended to be played. This segues into the OL…
3) The OL always picks a card from their deck at the start of their turn and can immediately play that card if it states it can be played at the start of the OL turn (along with any others with instruction to use "at the start of your turn") if he so desires. The rules are a bit scattered in three different sections of the rule book but if you lump up all the OL sections you will find the information. As far as exhausting OL cards there are no such cards in the basic deck. Once you use it it goes into the discard pile. With regard to Tripwire you only play it once against a single hero and then discard it.
Lastly: the funny arrow icons represent actions. If a skill has one, then that skill must be used as one of your two actions. If the skill has no arrow it can be used without taking away one of your two actions and is typically exhausted to show that you have used it that round.
On a side note always keep in mind the following when determining the rules: Cards > Quest Guide > Rule Book.
Hope this helped. Have fun playing!