So, I'll be straight forward with this: Every time I tell my mercs to do something, they would walk backwards slowly. I could not get them to run or even move, making gameplay extremely frustrating. This, along with the fact that I'm extremely bad at this game, made it really difficult for me to get into it at all. What was I doing wrong?

Note: I don't mean to come off as an asshole if I did.

Did you alt-tab out of the game before this kinda thing happens? If yes, then it is a known JA2 bug especially if you have the 1.13 mod installed. Just press ALT again after getting back to JA2 (in case you alt tabbed) and it should be fine.

Regarding the difficulty, yes, it is punishing, the learning curve is a bit steep, but once you get the basics going, it's a hell lot of fun and very rewarding.

FYI, I spent around 10 hours of fiddling with the controls and reading the manual before I started enjoying it. Your mileage may vary though. Enjoy!

With JA2 1.12 it's hard to get started.
There are some mercs who are cheap and good, like Steroid and Burns.
Get yourself a cheap team which covers the basics.
Your custom merc should have high wisdom.

Free Drassen asap and get the miner working for you to generate money.
Be sure to explore the mine for nuggets and some chests near the entry.

Talk to all named npc.

This is indeed a ALT related issue. You need to hold it down to have your mercs walk backwards, but ALT+TAB locks the key in its position. As said, simply pressing ALT again fixes this. (And allows you to use the other keys, like CTRL to pick things up.)