Hon, you'll do just fine. I've been to Memphis airport once, and found it easy to navigate. If you do get confused, there are lots of people to help you. Also, WEAR YOUR LETTERS! I'm sure you won't be the only SAI there!
As for your questions:
Are airports that hard to navigate? In my opinion, no.
What do you do once you get to the airport? I assume you'll be checking some luggage (I normally carry-on, but SAI convention is the ONE event where I bring tons of clothing, thus tons of luggage). Go to the ticket counter for your airline. They will need to see your ticket plus a government-issued form of ID (your driver's license is fine). They will then take any luggage you'll be checking and give you your boarding pass. Look for your departing gate number on your boarding pass. If you're not sure where it is, ask the employee at the ticket counter.
Next, go to security. Keep the ID and boarding pass out. At this point, you'll probably just have your shoulder bag with you. I recommend something that zips up, so nothing falls out of it when you place it on the security conveyer belt.
At most airports, they now have a security checkpoint where you must show your ID and boarding pass. After they check your ID and boarding pass, you can put those away (for now) and proceed to the next security checkpoint, where you and your carry-on luggage will be scanned. Put your luggage and jacket (if you have one) on the belt, and walk through the security gate. Your jewelry, bra clasp, belt, or heeled shoes may set the alarm off. Don't panic if this happens - it's pretty common these days, as the alarms are set to be very sensative. The security employee might scan you with a little wand, which takes only a minute or so. After that, pick up your luggage (they may or may not ask to look through it, but you'll be present if they do) and head to your gate!
You should already have your boarding pass, so there's typically no need to check in at the gate. If you're not sure, go ahead and ask the employee behind the counter. There might be an LCD screen behind the counter telling you what time boarding for your flight will begin. If there isn't, don't hesitate to ask.
Once they're ready to board, an employee will make an announcement over the loudspeaker to the effect of "Attention passengers, we are now ready to begin pre-boarding United Airlines flight 1903 to Detroit, Michigan." (Don't ask me what pre-boarding is. In my opinion, you're either boarding or your not.) At this time, get your boarding pass out, and wait until your group number (printed on your ticket) or row number (also on your ticket) is called. When it is, head up to the gate, give the employee your boarding pass, and get on the plane!
I've been told to get there 2 hours before your flight. Is this enough time? Even post September 11th, I think it's too much time. I hate waiting around airports, but if you've never been, it's probably not a bad idea.
Also, Is it easy to have your luggage get lost/stolen? You should always be aware of your surroundings. Do not leave your luggage unattended, and make sure everything is zippered. I will never forget the time I was walking through O'Hare and the woman in front of me had her bag slung over her shoulder,
behind her (BAD, BAD IDEA) and it was OPEN!

I could easily see her wallet. When I eventually caught up to her and told her that, she looked quite alarmed and quickly zipped her purse. If you go to the bathroom, take your carry-on luggage with you
into the stall.
In short, use common sense, and streamline your possesions so you don't have things spilling out of every pocket and pouch. Since it's forbidden to lock your checked luggage, carry anything of value in your carry-on. I would also bring anything you need to get through one day (toothbrush, makeup, change of clothes, etc.) in your carry-on luggage, should your bags get lost. This happens to at least one convention attendee every year. Last time it happened, Leslie Odom made an announcement about the poor girl's plight, and the girl was quickly mobbed by girls her size who had clothes to loan her. It was so cute!
I hope this was of some help. PM me if you have more questions!