No problem!
Stuff like that is what I'm going to try and cover in my tutorial. Especially for solidworks users (I being one), the assembly workflow isn't identical. Though you can do it the way you are, you lose a lot of cool features doing it that way - and things can get confusing when it comes to moving bodies/components and then trying to edit sketches.
As per the base feature - at least the way I think of it - is that it's exactly what it's called. You create your initial geometry that you expect to remain constant with it. So if you are working on making saying an engine block, you could create a new component, then create a new base feature like this:

And the advantage is that you can create a fairly complex base feature without having it clutter the timeline. Then you can add features to the base feature after you finish it, but as you see below, all the extrudes and chamfer features I created in the base feature are not visible. Only the holes that I added after I finished the feature are visible.|

If you ever want to edit it though, you can right click the the "Base Feature" in the timeline, choose edit, and all your operations are right here:

So it's just a way to keep things a little more organized inside fusion without losing the design history.
Also, the reason you didn't need to finish the base feature for the red part is because that part was made in the file that you are dragging everything else into. Instead of just creating a sketch and extruding it right off the bat, if you know you are going to be making an assembly I would recommend creating a new component first (this is like creating a new part inside solidworks) and then making all your sketches, extrudes, etc. in that component. Then when you are ready to create the next part, create a new component again, and then sketch in there.
Then your file tree would look more like this:

And the cool thing about that is you can reference the geometry from your other components! If you ever need to hide everything else, just right click the component you are working on and choose isolate. This will give you a clutter free view!

And lastly, by activating individual components you can further reduce timeline clutter.

Note the difference in timelines

Well that ended up being a little longer than anticipated! But hopefully that gives you a good general idea. If it's a lot all at once, don't worry - I'll be doing a full tutorial that should hopefully make more sense.
Happy modeling!