Your questions are not stupid.
I’ll try to answer some of them, anybody feel free to chip in.
Some remarks regarding the new background: That color looks a bit odd, but a nice whitebalance might help. Sit away from the greenscreen if you can so that you do not cast shadows on it. Illuminate it evenly so that the creases are not as visible. Apart from that, good job!
Slapping the keyer onto your footage and looking at the alpha shows that you need to find better parameters, a better key color maybe (a different place to pick), for it. Ideally the alpha should look pure black for the greenscreen and pure white for you and almost nothing in between (this is a bit simplified, the greenscreen tutorial tries to deal with motionblur in front of a greenscreen…but that is not your problem at the moment).
The PIK node has some despill operation checked and is using a different screen color (that probably affects the subtraction math). Despill is an operation trying to get rid of residual green that illuminated the foreground. My best guess is that unchecking ‘use alpha bias for despill’ makes the despill paramater available so you can set it to zero. The chair artefact comes from, you guessed it, the chair being part of the background AND being white. If you have a stool, use that, or take the chair away for the cleanplate.
The keyer algorithms take a color volume around the color you picked for the subtraction math…how the shape of the volume is selected in the RGB cube of the working space, and how you adjust that volume can differ. I don’t know what blender does better, but the result is impressive! With a bit of fiddling you should be able to arrive at the same result.
@Shrinks99 assumes that you know the difference between associated/premultiplied Alpha and unassociated/unpremultiplied Alpha. If you do, good. If not: it’s the difference between using and not using an existing alphachannel for calculation of pixelcolor. You can generate whatever alpha you want, stick it to your footage (merge it in) and then tell Natron to use it (premultiply).
I hope this helps!