Yeah, it can be a little difficult in the beginning - but once you get more accustomed to Linux (which could be harder if you're a long-term user of some non-Unix operating system), it gets easier all the time.
You can get into console not only by changing runlevel but by entering another virtual terminal, one that does not have X (the graphical server) running. Most Linux systems will have as much as 12 virtual terminals (places where you can log in even if you're aleready logged in at another virtual terminal) on the same machine, and they're accessible with key combinations from ALT+F1 to ALT+F12, or if you're in a graphical desktop/login manager (using X), CTRL+ALT+F1 onwards (or put another way: if you're on console, it's sufficient to use ALT and one of the Fn buttons, where n is a number from 1 to 12, but if you're not on plain console, you need to use CTRL too).
So for example CTRL+ALT+F1 will get you to a console terminal (usually) if you're on your graphical desktop - KDE, for example - right now. There you can log in and try screen and do whatever you like, and when you want to get back to your grahpical terminal, hit ALT+F7 (usually it's 7 that the X is run on, but if it's not there - you get a console login again - try the other terminals 6...12). Or CTRL+ALT+F7, the CTRL key doesn't matter on console.
You can try screen's lockscreen ability like this: log in on a console, then run some program with screen, like top for example (which shows process information) and then start playing around.
This runs screen (which is transparent - you won't notice any difference) and on top of it 'top'. Now that it runs on screen, you can lock your screen with ^A x, or in other words, hold CTRL while pressing 'a' key, release CTRL, then press 'x' key. You should be prompted for your password to unlock the screen. If you want, you can de-attach the screen session with ^A d, and get back to the console - the 'top' is still there, but it's detached so it's running but not in sight. This looks the same as if it would run in the background, except that you can even log off and it won't stop. To get it back, run
and it should re-attach and be there; hit 'q' to exit top. To log out, command
To get help in command line you can use 'apropos' or 'man' (or on some systems 'info', which is about the same, but uses linked pages and not just single page like manpages):
shows, if any, manual pages that include keyword
(this allows you to search for manual pages that could help if you know a keyword that is related). Similarly running
shows you some manual page numbers, for example
prints a lot of text, including this line:
screen (1) - screen manager with VT100/ANSI terminal emulation
The first column ('screen') is the man page name. The number on the second column (1) is the 'section' of man pages where this page is - there are several sections (try to find information about them with man!), and a page can exist in several sections with the same name, so you can use that number to tell which page exactly you want to see, if there are multiple. The third column is a description of the page. To see that page, command
or if there are several pages and you wish to get the one that is in the 1st section,
The 'info' command works similarly to 'man', try it out if it exists.