Feeling discouraged

I'm building my first model from a kit (the 0-4-0 Reading Goat from Mantua) and I'm feeling super discouraged. All of these tiny screws are unlabeled and I feel like I'm always doing something wrong. Nothing is coming together the way it should, and I'm almost positive I've lost a couple of said tiny screws. This model is my favorite locomotive ever, and I've been excited all week to build it, but now it's just one more stressor. Any advice? Is this something everyone goes through? I've mainly been working on the valve gear and pistons, is that the hardest part of is there something else I should be aware of? And most importantly, how do I keep these screws from falling into the carpet and getting lost??