Yes it looks confusing... let me help:
of course you've got different thread, you need to use 'cones' like the one on the right instead of reels like the one on the left. you don't have a bobbin, you've got the lower loopers instead so all the thread you use is mounted on the back of the machine.
here's some interesting knobs... haven't fiddled with them yet... will let you know when I do...
and here's the sucker all threaded up:
OK, so I'm going to serge this delightfully green fabric. I'm using a 4 thread stitch so my machine serges the edges and stitches at the same time
And this is how it turned out it the end:
So... now you know everything I know about serged sewing...