@ Strathmore - you remind me a little of my girlfriend, and the way she approaches the course. She wants to understand every last thing in a lesson before she moves on - luckily for her at this stage I can answer most of her questions. I didn't really have that advantage when I was going through the course, and it's not really necessary when learning a language - it's not the way our minds normally assimilate new languages. Some questions are filed away for later retrieval and resolution.
Bungle on through the lessons, find books to read through alongside a dictionary (there are many French fables done as readers for beginner which are fantastic - Monsieur le Vent et Madame la Pluie, and Les Deux Frères are two great examples), find French movies, pick out three words and watch it again till you grasp a whole sentence. Chat to people. Ask them questions. I'm on the third course now (Platinum) and I still don't grasp everything from the first course, but lots falls into place as you go. Then you listen to an earlier lesson again, and you're very glad you didn't dwell on something that was at that stage a little beyond your grasp. It's just a waste of time to dwell too long. Move on - it'll come.
If you can already speak a second language, you will understand how different grammar can be from English, which makes it easier to settle phrases like your example. ("Sorry of to be in delay" would be a more literal translation - except that as you know, "en" doesn't literally mean in, but it comes close in some contexts like en conversation - just like the word "que" can mean what, that and than, depending on the context). You just need to accept that and move on till you get used to it, and get away from the mindset that you'll be able to relate all sentences word-by-word to English. You won't. Another one that's weird is "Il y a" - "there is". Literally this means "It there has", which of course doesn't make any sense in English, but once you have that breakdown - you can sort of relate it to "there is", and then you just accept it. My second language is Afrikaans, which I grew up with in SA, and thanks to the French Hugenots, it relates to French a lot better than English in a lot of ways, but the most important thing is that you understand how different grammatical structure and idiomatic phrase can be, so your mind makes the required paradigm shifts more happily.
My advice: Understand what you can for now, then carry on regardless. Don't bust a gut trying to get to the bottom of everything - it will definitely come in time.
Salutations et bonne chance!