Unsure, I am happy to answer your questions to the best of my ability. No need to be confused (be sure to check with your pastor to verify my teaching here, never just take what one says as gospel).
Glad to see you started going to church. The bible says that the Holy Spirit is drawing you to repentence. It is God who cares about you and is drawing to him. Now that you are in church you are probably on a spiritual diet of milk (as they say), allow me to give you some meat and potatoes here (but don’t worry if you don’t fully understand it now, it’ll come).
1. Christ came to destroy the devil. So he failed?
Nah, check this out: He who does what is sinful is of the devil, because the devil has been sinning from the beginning. The reason the Son of God appeared was to destroy the devil’s work. 1 John 3:8
Further, speaking of Jesus, Since the children have flesh and blood, he too shared in their humanity so that by his death he might destroy him who holds the power of death—that is, the devil Hebrews 2:14
So he broke the power that Satan had over mankind. However, the devil still “prowls around like a roaring lion looking for someone to devour” (1 Peter 5:8); this is because his time is short and he knows his final reckoning is coming. If God’s people resist him (you, me), he will flee from them (James 4:7). If you choose not to resist him, then Christ died in vain. But I know you won’t, because you want to live a Christian life.
2. The devil is that which had the power of death. But death still exists?
Nah, your body will die, but even though you physically die, yet shall you live; “to be apart from the body is to be with Jesus in heaven.”
Before Christ came, there were two places that people went to, Hades and Paradise. When Christ died on the cross, he opened Paradise and those folks moved into Heaven with him. For more on this subject, see question 1, also check the other things out:
http://www.samharris.org/forum/viewtopic.php?t=255
So Christ dieing sinless and blameless on the cross was a big thing. Now he has the power:
When I saw him, I fell at his feet as though dead. Then he placed his right hand on me and said: “Do not be afraid. I am the First and the Last. I am the Living One; I was dead, and behold I am alive for ever and ever! And I hold the keys of death and Hades. Revelation 1:17-18
3. Christ partook of human nature and died in order to destroy the devil. But I have always been told he died to save us from our sins?
Yes, he died to save you from your sins. But what good would that be if the devil could have power over you. Now you have power over the devil.
4. In doing so he delivered others from the power of the devil and of death. So if he destroyed him and delivered others from his power and from death, why are you saying there is still a devil? And I know for sure there is still death!
Christ has already defeated Satan through his life, death and resurrection. After Christ’s 2nd coming, the devil’s influence in the world will cease entirely, and his defeat will be obvious to everyone. He is a being and his future home is first, the bottomless pit (for 1000 years), then the Lake of Fire at the final/Great White Throne judgement. But he is still out there, tempting, twisting, deceiving, etc. But he does not have the power as he once did. Because he is around, you must adhere to the gospel with all your heart, soul, and mind, as God wants you to do. So it appears that he fulfills a purpose in the overall picture, don’t you think?
Keep in mind, this is “meat” and as a new believer, you must start with milk (the easy stuff like John 3:16). I did this so you can meditate on it, take it home, study it for yourself, etc.
It is all laid out in the bible, you should study it every day, or you’ll never know what you’ll miss out on in this life, “my people perish for lack of knowledge.”
If you could see then you’d understand….