There are some grammatical concepts that are more complicated in Latin (like noun declensions) and some that are more complicated in English. The nominative, dative, accusative, etc., are all concepts that are necessary for an even basic understanding of Latin- though almost all Latin texts will explain them to you. They exist in English too, though we have different names for them- the subject, indirect object, direct object, etc. A basic background in grammar is helpful for studying a new language- when I was taking French in high school I was in a new school district, and as a result had an advantage over my fellow students because I'd had English grammar crammed down my throat for years, and they hadn't. (The advantage didn't last long.) There are several grammar guides online, for free, and in a pinch if you come across a term you don't get, wikipedia's pretty decent at that kind of information, in my experience.
I'm currently using Lingua Latina, which I like because I don't have a natural gift for languages, persay, but I do have excellent reading comprehension, and LL does immersion through reading. I also own and have messed around a bit with Wheelock's- it's much more table-based, and will have you memorizing lists of things. It is an excellent text in it's own way, but personally I plan to run through it *after* doing the first volume of LL. There are also several other ways to learn Latin, and you'll find reviews by users for several of them on this forum. How do you learn best?