Haha, it's all good man. It was confusing as hell for me at first too. You just have to do alot of reading. So you have a Canadian AT&T S4 right?
No your not stuck with stock. Normally on a device, you would need root, custom recovery, and an unlocked bootloader to flash a custom rom. On the Qualcomm US variants of the S4 there is no bootloader unlock method yet so what we have is a bootloader "workaround" called Loki that's built into our custom recovery. Recovery for Android is like recovery for Windows, where you can wipe your device, recover your device, or install other software. It kicks in before Android starts running. But in order to get to recovery mode on Android you have to shut the phone off. Then just like booting into Odin mode you hold Volume up+home+power and it will boot into recovery. Try it out. Don't worry you can't hurt anything unless you accidentally hit the wipe data option. lol.
First off, what is the model and build numbers for your device?
EDIT: Also, read this;
What are custom recoveries for Android? | PhoneDog
it's kinda a short description on what custom recovery can do for you.