So how do I know what I'm setting as my "focus point"
Look through the viewfinder and use your eyes.
I'm not trying to be a jerk, it's just amazing to me that you're relying on red icons to tell you what you're focusing on, when your EYES should be doing that.
I'll try to be helpful, here goes.
Put the camera in your right hand, put your left hand cupping the lens gently.
Put the viewfinder up to your eye, look through it. Do things look sharp or fuzzy? If sharp, use your right index finger to push the big shiney round button on the top front of the grip. If fuzzy, use your left hand and gently rotate the front ring until things look sharp.
Leave the camera in Program mode until you read more about the basics of photography (ISO, Aperture, Shutter Speed). This effectively makes the camera an expensive point & shoot so all you have to worry about is the focus.
If you HAVE to use AF (auto focus, the thing that gives you the red indicators) read your manual and select one AF point, the center point. Then point the camera so that the thing you want the sharpest is dead center in the frame (looking through the view finder), half-press the shutter button (the big shiney round button), HOLD IT HALF PRESSED, and then move the camera slightly so the subject is where you want it in the frame, then FULLY press the big shiney round button.