If you can return the audio gear, at the very least, I would do it. As Terry said, there are no bargains in pro audio and that setup is bound to disappoint you in time.
A pair of active speakers made by a reputable company (Yamaha, QSC, Mackie, EV, JBL) would be a much better starting point.
The RMX controller is old as sin, but if you’re just starting out it would be okay (although you’d be better off with a Mixtrack Pro or practically anything made by Reloop or Denon).
Don’t get too down on yourself. There are a lot of pretenders in pro audio who are out to make you think you can get by while spending less, but in the end you’re just wasting your money. Thankfully this board was here before I made the same mistake a few years back.