Course or heading?

Without going into too much detail
Heading should be used whenever you want the AP to fly an assigned heading.
Course should be altered to the QDM - RW magnetic heading for certain approaches. If the runway heading is 052*M then for an ILS approach you should set the figure in the course window to 052*. Also can be used for VOR tracking as this is changes selected to/from radial acts as OBS.
I think the green needle will be your Nav 1 pointer and blue will be Nav 2. Different colours for different ac you can also on some ac change the readout from Nav 1 VOR to ADF depending on what you want to track to/from.
Glidescope I guess you are referring to Glideslope. This is the magenta/purple (sorry to be pedantic but these are the terms you will see) display on the HSI. As for stopping - maybe too fast or you need to change the settings to make the brakes setting repeatedly. Sorry if this makes no sense...done in a hurry!

To be even more basic, course is the direction of flight over the ground or as represented on a chart. Heading is the direction the aircraft must be pointed to achieve that.

In zero wind, course and heading should be the same when you are on your required/desired course. With anything but a direct headwind or tailwind, heading must vary by the necessary amount to correct for winddrift. Headings rather than course are also given when being vectored by ATC. The controller will correct assigned headings if the course over the ground is not what he/she wants it to be.

As an example, lets assume an airway is defined as the 300 radial of the XYZ VOR. As you approach the VOR, you would set the OBS to course 300. As you cross the VOR, you would turn to 300 degrees and then make your heading whatever is necessary to keep the VOR needle centered.

To be even more basic, course is the direction of flight over the ground or as represented on a chart. Heading is the direction the aircraft must be pointed to achieve that.

nicely said Don Wood. .