I don't quite get it...

I don't think I could explain it any better than this article. JavaIO <- This site is a wealth of information. To answer why we are using a try/catch is because the methods associated with reading and writing throw exceptions when they occur an error. If a exception is thrown while running some block of code the exception will propagate back to main and terminate the program. That's why we get the sequence of method calls that lead to the exception, we call it a stack trace. To handle errors accordingly we catch those exceptions inside the catch block. Once caught we can handle it however we feel fit and the program can continue executing.

Yes, it is completely normal. Treehouse's material is dense and the concepts you are introduced to here have a lot of depth to them. I bet if we graphed out Treehouse user's points earned we'd see a roller coaster effect from the start of a course/track to the end. Hmm app ideas...