I have a question though. When starting my mac, if I don't have KM on startup or forget to start it, my commands don't work (mostly Stream Deck). But, if I start it, and quit, then those commands usually still work. Is there something I should know about this? Or is it something that isn't supposed to be?
When you start the Keyboard Maestro application, you will see the Editor pop up, but you're also starting a background process called the Engine. The Engine runs your hot keys, macros, etc., such that Keyboard Maestro "works".
You can then close the Editor window, but the Engine will remain running in the background unless you quit it. You should also see a Keyboard Maestro icon in your menu bar to indicate when the Engine is running.
Check out the Quick Start page on the Keyboard Maestro wiki for more information (the wiki is an incredible resource as you're learning!)
Come back with any questions that come up as you're getting started; the lovely people on this forum will be happy to help.