Learning C# codes.. Instructor

Whenever we starts a program the system will establish as following codes...

namespace ConsoleApplication1
{
    class Program
    {
        static void Main(string[] args)
        {
        }
    }
}

Hm.... i always wonder why do we need intstructor... such as

      class myClass

        {

            public myClass(string defaultMsg)

            {

                myMessage = defaultMsg;

            }

        }

Up until now i wonder the differences between these two method? Argh..... the explanation that i read is confusing....#%^&*^&(@

Sigh.... my life must carry on....  i just hope when i learn more i''ll understand it....