It is pretty easy to learn the difference in this with a very basic rocket in kerbal space program. Launch up and you'll come down near where you started, in a parabola... Launch up and then go sideways to gain orbital velocity for a long time, you're in orbit.
Agree, KSP is a great way to internalize how orbital mechanics work. After playing it a little while, everything clicks and things become natural, like the sort of physics one uses playing billiards or building block towers.