Subordinators and Connectors

I am completely confused about this topics' punctuations: Which sub. and which con. are used in which pattern of comma, fullstop, and so on punctuator? And the other cause of confusion is that some of these words can not be used at the begining of any sentence, and I couldn't understand the main matter on this problem. Third problem is that when a such linking word gets the begining, its puntuation can change, as well; why/ how?. Is there anything which you could suggest me such as a method of studying or a good book or another thing that can help me to understand?