In the ideal world, flight training would occur shortly after a relevant ground school session. Its pretty difficult to jump into an airplane and learn to fly, unless you know what some of the parts of the airplane are, and the names of the controls. While your flight instructor will go over the material with you right before your flight, there is little time for you to digest the information.
Learning to fly, at least for the first 4-6 hours is like trying to drink from a fire hose. There is a lot of information to capture, and it takes some time for the average person to be able to apply this knowledge. It is a normal part of learning for one to feel a little overwhelmed at first, but one should not be concerned. It will pass in a short time.
A good ground school prep session, and the time needed to think about and study the material before your lesson can really help to reduce information overload. An airplane is a terrible classroom for the initial presentation of material. It is an excellent classroom to refine and learn to apply the material.
The optimum results occur when the material is initially presented in ground school, followed by a short time of personal study, and then applied in the airplane.