1. Practice, practice, practice. It will become second nature to you with time.
2. No. Stalling isn't hurting your car.
3. Slow down and be patient with it.
Find an empty parking lot with parking spaces directly across the aisle from each other. Pull into a space and come to a complete stop. Reverse into the space across the aisle and stop. Pull forward into the original space and stop. Do this repeatedly to get a nice feel for the engagement point.
After you get first gear down, then you can practice the first to second shift. The rest are easy