Don't worry I was the exact same! It's because a lot of the big fitness magazines promote this training split because its used by some of the bigger professional bodybuilders that compete in Mr. Olympia for example. The reason it works well for them is because some of the drugs they take, in particular insulin and GH extend the time the muscle is under maximal Muscle Protein Synthesis. So it's better for them to train each muscle group on it's own day in order to get enough volume in to stimulate growth. Stick to the compound exercises! I personally am training 6 times per week at the moment training each muscle group 3 times per week.