Siberia1997- You said in your first sentence that you are new to digital. You obviously have photography experience in film, judging by the way you phrase your questions.
There are a couple things that you should be aware of as generalizations for digital shooting.
I own and shoot Canons (300D and 20D) so my comments are related to these devices primarily.
Canon designs and builds their DSLR models to give the shooter, a bunch of options that P&S generally lack. They also set defaults to the least amount of "in-camera" processing, letting the owner set parameters to their own preferences.
A common complaint from new DSLR shooters is the fact that their shots look soft, out of focus, flat, etc. Much of this is due to my statement above. Many people are used to the oversaturated/crisp prints from labs and sub-conciously expect their own shots to look the same.
If you cruise the different forums, you will notice how many topics deal with post-production of the images and the various software packages used by digital folks.
The simple fact is that now YOU are the lab/darkroom. Along with the digital technology of cameras, you (like it or not), are it. Some love it (me) some hate it, but we all have to do it.
My second comment is the lens issues you bring up. Again the focusing points you chose have an effect - your focusing parameters (AI,AI servo, etc) have an effect - your sensor size is smaller, as the focal length increases your DOF decreases - on-and-on.
There is a definate so called learning curve and it sounds like you are getting into it full bore.
Hang in there - all will be revealed !