In short, following a competent fitness program is the single best thing that you can do.
But let's explore your question more and extrapolate on why that is. First and foremost I want to point out that this isn't a stupid question, it's entirely valid. The stupid thing to do would be to NOT ask questions and pretend to know what you're doing, in that scenario you're wasting A LOT of time. Both your time in the gym and timeline of progress would suffer. Why? Even if you look at a bunch of popular exercises and put together a list of ones you plan on doing, how do you make the most of it? How do things like reps, sets, supersets, progressive overload, and more all work together? A competent fitness program gives you a strategy to make the most of your time at the gym while also providing you with the best stimulus for progress towards whatever goal is central to the program.
Which leads me to the next point, goals. You mentioned that you were confused when the topic of goals was brought up in the past. You seem to have a clearer idea now with mention of "a healthy body, maybe work out on my arms and belly fat", and that's a good starting point. But I think the source of confusion is in understanding the idea of fitness goals in the first place. Here are some common broad fitness goals; fat loss, hypertrophy, athleticism, strength/power, and flexibility. Here are some common specific fitness goals; "get a six pack", "feel better", "do good in a competition", "pass a physical", "play with kids without running out of breath", etc. When determining what sort of program you should follow, you should find something that matches your broad goals (and yes, you can have and pursue more than one). With regards to exercise selection, this is why a person would be asking about your goals.
Another goal you mentioned was to learn about different exercises and equipment. Guess what a competent program does? It gives you the names of everything and sometimes even demonstrates how best to perform the exercises. It will teach you a variety of things and you'll soon know your way around the gym.
As an untrained individual you will benefit greatly from building a solid foundation. The definition of which will vary from endeavor to endeavor, but the point is to not worry about more intermediate or advanced goals like chasing numbers. Whatever sort of foundation you pursue, your biggest goal should be learning good form for the exercises you perform and mastering that. Make sure that you are challenging the muscles that you are supposed to be working, feeling and engaging them, and you'll make progress. When choosing a program, if you have no specific goal, then any beginner friendly program will work.
One last thing, nutrition. Some fitness plans will offer nutrition advice while others don't. This actually doesn't matter. There are constants that you should keep in mind, and everything else is up to you. Your total daily calories (see TDEE) will determine whether you gain, lose, or maintain weight. It's entirely possible and probable as an untrained individual with extra bodyfat to maintain total body weight while building muscle and losing fat. Your total daily protein intake will determine how much muscle will be built (in conjunction with your training stimulus), 1.8 grams per kilogram is generally the maximum that your muscles can use. There are other things to consider as well, but calories and protein are the two most important concepts to remember. You don't have to count calories if you don't want to, but they exist whether you count them or not. The important thing is to find an eating strategy that works for you.