Other people already answered while I was typing this, but I figured I might as well post it anyways!
- You can jump by pressing Shift, the default control for the Platform behavior.
- The platform behavior is essentially pre-made code for you; if you want a character that can move around, jump, have gravity, etc, all you have to do is set its behavior to Platform and you're good to go. Otherwise you'd have to create it all yourself! If you click your Platform object and look at the panel on the left side, you can see a variety of values that represent things like gravity, jump strength, max speed, and a lot of other things that you can change to get the specific character movement you want.
- In this case, rather than have a big tiled background that has all the clouds on it, it might be easier for you to have an empty blue background, with the clouds being separate sprites. Then you can move them using events, and when they leave the screen, teleport them back to the other side of the screen, to give the illusion of neverending clouds.
- The problem here is the character's collision mask. You can see it by right clicking your character, select "Edit animations", then click the little icon towards the top right that says "Set collision polygon". This determines how your sprite will interact with other solids. See how it's a bit strangely shaped? If that happens, you can accidentally get caught on things like you were experiencing. The best thing to do is to make the collision polygon more of a square by dragging around those little red squares.
Hope I was clear enough with my explanations, but feel free to ask if I wasn't. Welcome to Construct 2, and good luck with your class!