Grains can pretty much be grouped into types, with variations on each type by degree of colour, and by country of origin.
Base malts: From Pilsner/lager through to dark Munich. Vienna and Munich can also be used like specialty grains, to add maltiness to other base malts.
Caramel/Crystal malts: From Carapils/Dextrine malt and Caramalt through to extra dark crystal
Roast malts - From Amber, Brown through to dark grains - Chocolate, Black, Roast barley
I think a good idea is to get your head around the English malts. I have actually returned to using mainly English malts. But German and Belgian malts are pretty much different versions of the English malts, so if you grasp what English malts do, which isn't hard if you've drunk English beer, and there are few enough to try those you aren'#t sure about, and then look at trying German/Belgian versions in their place. For example, Caramunich is German crystal. Special B is Belgian dark crystal. This chart matches up similar grains from different sources:
http://www.brew.is/files/malt.html
Then there are wheat and rye malts, and each of these is available in base malt form, crystal, and roast/chocolate form just like the barley malts.
And then there are adjuncts - unmalted grains. Flaked barley, flaked maize, flaked rye, flaked oats, rice etc.