Confusion over WP & Site separation

Hi, I am really confused. It’s been over 20 years since I’ve had a website and things have definitely changed! I dropped out of the internet game right as CSS was coming out as a website language, now there’s all kinds of languages being used.
I have a blog, kyleesblog.wordpress.com and have just bought a domain name & hosting. Uploaded the WP plugin and imported my baby site into the new domain https://progressiveinsanity.com.
For some reason, if you use the www it will only go to the Host Gator panel, not the WP site. If I don’t use www I see what I want the Home/landing page for my domain to be. I haven’t figured that out yet. Second, I’m confused. When someone goes to my baby blog I see it in the stats, but I don’t see a stat page for my domain WP site. How do I know who is visiting? Third, when someone leaves a comment on a post, will it show up in my WP dashboard or is that something that I have to find in this mega-confusing Cpanel thing?