Moving from Windows phones to Android can be quite daunting and a lot to take in at first. Many of us have been there but it does get a lot easier.
First thing to try is refreshing your WhatsApp contacts.
Open WhatsApp>click on the green Contacts button in the bottom right corner>click the menu button (3 dots) in the top right corner>click refresh
Here's a link to some other things to try next of that doesn't work. I've got a funny feeling it will be something to do with WhatsApp app not having permissions to see your phone contacts which will stop it linking the names to the numbers.