The settings are organized in different parts of interface, some are even missing.
Yes, that's normal. Blender changes a lot as it's developed and tutorials get outdated extremely quick. If you want to follow exactly as you see in the video, I suggest you download the Blender version that is being used in the tutorial. The knowledge is the same, it's just the interface that changes.
Yes, each version of Blender is different.
The easiest thing to do, if you're having troubles with version discrepancies, is to use the tutorial version (in this case 2.78), when following along.
At some point, you will know Blender well enough, that you can follow any tutorial, no matter how old, while using the latest Blender version.
Never give up!
You're going to come across this with every software. Heck even excel ribbon has drastically evolved over the years and even between OS's.
We can all relate. But yeah I agree with the above. Use the blender version of the tutorial if it becomes frustrating enough.