How do I deal with Buddhist teaching's complexity? I'm feeling very overwhelmed by the sheer amount of different things to remember and practice. Firstly the four foundations of mindfulness Im not sure when one is meant to practice each one. Do you do them all together or at different times of the day etc?  Not sure where to begin. Then there is all the other stuff like the eightfold path and the five aggregates as well as metta practice. And this is only for starters! 

I'm starting to stress out about it all.  Its kind of too much to take in and so I can't focus on anything really. I feel the same way in life. Too much going on and my attention is pulled in all different directions so that I never get anything done.

When I meditate I focus my attention on the rising and falling of the abdomen as instructed. I don't notice much at all except that my mind has become lost in thought. Sometimes I suppose I notice a pain in the knee etc and then I might notice that its unpleasant in which case I am being mindful of vedana but I'm wondering am I supposed to do specific meditations for the various different things?
"Im feeling very overwhelmed by the sheer amount of different things to remember and practice"
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No need to, that is why it is called gradual training. You take only one step at a time. In regard to four foundations of mindfulness you just practice the in and out breath until you master it.Then make an attempt to observe the five precepts. Then everything else will put in to place automatically.