So painful, there are just so many things that are wrong :( It's not an easy game to figure out on your own but at least try to do it systematically. And read the information on the parts. (some liquid fuel engines have gimbal control and others don't, there is also specific impulse both in and out of atmosphere, higher specific impulse means you will go further on less fuel, it is very important).
It is not impossible to get to the mun with the tech you have now.
Finally, just because the tutorial tells you to burn in the prograde vector it doesn't mean it's true all the time. When you point your rocket towards the ground and burn you will most likely hit the ground.