The web is a complicated and confusing interdependent set of technologies, and is often underestimated. Most people get confused as to how specific things actually work. There are better tools now, like the chrome web tools for example, which are great aids to figuring out how a web application actually works. Javascript with its frameworks and SPA's continues to add to the complexity and role of client side code running in the browser, but I do believe that if you really understand the fundamentals, like where code actually runs, and the overall architecture of the various processes involved, you have a better chance of avoiding confusion. HTTP is very important to understand. Using the dev tools Network tab is a great way to explore this.
A lot of times people just assume that something described in abstract, like cookies for example, are obvious, but if you don't understand where cookie data lives, and in what circumstances the server has access to cookie data, and what restrictions might exist for that data, it can just seem like magic, which leads to confusion. A good understanding of HTTP helps demystify things. When you look at HTTP it then helps to understand that HTTP is built on top of TCP protocol. So you can continue to delve into the intricacies of how things work, and gain a deeper understanding as you see fit.