In the beginning, it can be very confusing. Most of the staff and crew on a set are so professional and so competent that you may feel like the new kid at high school, arriving in the middle of the school year.
There is always a person who is appointed to show you were to go and what to do. This person is generally the PA (Production Assistant). There are a lot of moving parts to filming anything, from the crew, to the equipment, and lots of things in between. Because there is so much going on, it’s best to simply listen to the instructions given to you. On set, there’s nothing more annoying than a person who gets in the way and confuses the operation.
It may be a good practical exercise to take a few background gigs. It can help give you general orientation regarding how a set works, but with much less pressure placed on you.
All sets will have someone in charge of the entire scene (the director) and then people under him or her to ensure everything is where it needs to be.
A union set is similar to a chess game in that all the parts have specific tasks. They only do what their exact job dictates, and all parts are essential to reaching a common end goal.
Just a bit of data to help you along!