Hi there buddy,
When I first started which wasn't that long ago I was always painting parts on the sprue but I soon realised that it just wasn't the way to go.
You'll find that any glue will mess your paintwork up and won't 'bite' on a painted surface - the surfaces need to 100% clean and free from any crud.
Like the Duke has said - build in sub assemblies ie turret, upper hull and lower hull. Assemble the wheels and keep them separate whilst you build and don't worry about painting any figures yet.
Perhaps you could show us exactly what kit it is you are building then tell us how you you want it to look i.e. colours etc and what you have planned.
Basically, put the paints away for a while and concentrate on the assembly and we'll help out all we can. It seems like a real minefield when you first start but it's really pretty simple - to put it another way; it's only as complicated as you make it!
Can you take a photo of the box art and show us what you are using as in paints and kit?
Good luck,
Ben