I can help a bit! Warning, lots of random obscure facts below - read at your own risk. Sorry for totally nerding out here.
And since I haven't done a lot of LotR/Silmarillion reading for a while I may be a bit off.
"They were both really good and epic! They seem unusual to me because they have like 1000000000000 battles throughout and it seems more like a continual narrative instead of a single conflict and resolution throughout."
First of all, really glad you enjoyed them!
Yeah, I'd say the overall conflict is Sauron is trying to take over Middle-Earth and everyone is trying to stop him, through defending the lands of the free peoples and destroying the Ring.
"Also, I get confused. XD In The Two Towers, why does everybody want to attack Rohan? If Rohan is such a giant country, why doesn't it have an army(and why is its capital city like a mountain with 10 houses) Why attack Rohan first?"
Saruman's home base is Isengard (in Rohan), so while Sauron is focusing on Gondor he can attack there. I can't say for sure the motivation but guessing it's just conquering more of M-E or destroying them before they can go help Gondor. I think most of their army was with Eomer (which is why they didn't show up until the end of the battle of Helm's Deep) because they have a whole army together in Return of the King. As for why it's first, maybe Saruman was just ready first?
I don't know. But Sauron's guys had been attacking Osgiliath, on the outskirts of Gondor, for quite a while. And the main characters got to Rohan first and the focus is on them so maybe that's it. XD
"Where did Arwen go with the cloak and lanterns? Why was it such a big deal that she leave Aragorn and go there? Couldn't she come back and visit? XD"
She was going to sail from Middle-Earth to the Undying Lands, a place where only elves can go. Middle-Earth was kind of falling apart at that point and a bunch of elves were leaving. Also...
Ok, Arwen can decide whether to be immortal or mortal (same with Elrond and his kids - long story behind that). If she stays with Aragorn she will eventually die, if she leaves she will live forever. I don't remember the logistics of the Undying Lands (Valinor) but there's a lot of special stuff there so maybe there's a reason for why people don't come back. That's probably covered in The Silmarillion.
"Do elves live for ever and if they live forever and keep having babies how do they not overrun the earth(or middle earth XD0"
They can die in battle or of a broken heart, but otherwise they'll live forever. I seem to remember reading that elves just don't have a lot of kids and this guy Feanor who had seven sons had more kids than most elves but I can't remember for sure about that. I also think elves stay pregnant for a year rather than 9 months - maybe they just don't like being pregnant that much?
Geez this is really long sorry I just love LotR and explaining this stuff to people but you're just watching the movies for the first time and probably don't care that much sorry this is what happens when I start talking about something like this...
But yeah...glad you liked them and Aragorn and Legolas are awesome!