BubbaJake, are you playing with a controller or a mouse and keyboard? If it's the latter, and you're trying to have Clem stitch her arm, you need to click and hold down the left mouse button and press the directional arrow key that appears while you are holding down the button. So for example, if you click and hold the mouse button, and a left arrow key appears, you would keep your mouse button down while pressing the left arrow key on your keyboard. If it's the right arrow key, you would press the right arrow while holding your mouse button down. Does this help? Unfortunately, if you are using a controller, I can't really help, as I don't have one, but I assume a similar rule would apply. Most likely you would have to hold down whatever serves as the enter key while pressing a directional arrow. That would be my guess anyway. Also, if you want to quit the game, all you need to do is press the escape key. It will ask you if you're sure, and just click on yes. It should remember your last autosave.
I hope you are able to stick with it, as it's a fantastic game, and it gets really
good in episode 2. Have you played the first game?
EDIT: Never mind, I just saw you haven't played the first game.
If you ever have the desire to (and continuing with this season is not too painful
) I would definitely recommend it, as it explains a lot of the back story for this season.