Welcome to subsim, Mosgovoy.
The academy is easier once you work out that the M key will bring up messages telling you how to complete them. For some reason this isn't covered in the instructions at all and has foxed many new players. You also need to read the information in the pre-mission screens quite carefully before leaping into the academy mission itself.
SH3 is a submarine simulator so I'd recommend completing the academy then playing in stock SH3 (patched to 1.4b as Wolfehunter has said) for a good few missions before going to one of the supermods. The AI has been cranked up in all of them so surviving is a lot harder and can be frustrating if you leap straight in.
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