Here, I'll try and explain some basic things.
Usually if you have a traditional synth, whether physical or digital, you have one or more oscillators. Oscillators is what produces your starting sound. You can generally switch between square, saw and triangle waveforms.
From there, you will run the sound through a filter. A filter is what it sounds like, it filters out part of the wave and leaves the rest. This is one of the ways you shape a sound.
You also have an LFO (low frequency oscillator). Short explanation is that this also shapes the sound, just differently than the filter. Everything works in conjunction and nothing is in isolation.
You'll have effects like distortion, reverb, delay and so on. Again, you're just further manipulating the sound that is coming from the oscillator or wavetable. That's what music production is, manipulating sound. It's a sequential process and it all flows together very naturally.
Finally, when you have a sound you like, you will either program it into a sequencer or play it with MIDI depending on what equipment you're using. If you want to see how easy it is, just start programming drum beats and you'll quickly get the hang of it.