Mr Batsu has a good outlook on this.
Daz3D, like other tools, can be very intimidating at first. The thing to keep in mind is to NOT try to bite off everything at once.
If you are trying to build spectacular scenes right out of the box, yeah that's a VERY high bar. But if you just take some time and learn the basics (say clothing and posing figures, and working with render angles), and leave more complex things like detailed backgrounds for later, then it becomes much less intimidating.
If you are looking at doing a Renpy or RPGMaker style game, keep in mind that a lot of game designs simply render the characters without backgrounds, and then superimpose them on backgrounds inside the game. Hence, this reduces the workload (and render times) considerably, as then you just need to focus on posing and outfits, and once you've picked or set up suitable lighting for this approach, you generally don't have to worry about lighting as much.
As to backgounds for your game, I've seen stock photos used for backgrounds, and people accept this as OK. You can always delay working on your own ideas, and/or picking suitable assets for backgrounds until later. Also, HDRI backgrounds (see HDRIHaven.com) can kill two birds with one stone, providing you with interesting lighting as well as a pretty background. Relying on HDRIs exclusively for lighting may be considered lazy by some, but at least you can focus on working with characters, poses and clothing in the meantime, moving on to learning interesting lighting techniques later once you are more comfortable with Daz.
Here's an example from when I first started working with Daz, where I've simply superimposed the characters onto a stock photo background. I actually did some significant adjustments to the stock photo (adding the table that they are superimposed upon using Photoshop), but that's not important. This highlights the 'superimpose character over background image' technique used by Renpy, etc.
In this case, I did the superimposing of the characters over background in Photoshop, but this is essentially how it would look in Renpy as well (Characters as a separate .png, and the lab.jpg added as a background image). Minus my 'promo text' of course!
As I remember, I used the 'Fiery Genesis' lights on the characters for lighting, but for an early effort I still like how this turned out. Now that I'm a bit better at this Daz thing, I'd probably change the light source to the right of the characters from a reddish to slightly blueish tint though...
Footnote: Everything I used in this render is a 'free' asset, including the royalty free image in the background. It IS possible to go the 'Entirely Free' route with Daz, as long as you are willing to make do with the free stuff available around the web.
But at least they are lit and it's a starting point - It's OK to make mistakes and not sweat the small stuff while you are learning!
Anyways, back on topic:
Once you get a handle on the 'basics', then you can start playing around with more complex things like environments at your own pace.
So, in short, don't get discouraged. Just take your time to learn Daz in small bites. Watch the tutorials if those help you, and don't be afraid to google things you may not understand (just add Daz3D to your google search string).
Also, a few people here don't mind answering stupid questions, as shown in a number of different threads in this section, which can be helpful from time to time.
