The holes in leaves was just checking to see if they really were aphids, which it sounds like is yes. Aphids (aka plant lice) suck the plant juices, they don't chew the leaves, so they do not leave any visible holes.
Hopefully as you get more experience with gardening, it will help you get over some of the fear. Whether or not you buy and release any, you should be hoping there are ladybugs in your garden as well as preying mantis and other beneficial insects. Otherwise you will have a big fight on your hands, trying to do the work that they would be doing for you, in protecting your plants from all the insects that want to devour them.