Hey, welcome! The K-r is a good camera to build skills with. Was my first Pentax DSLR as well
I think the above posts already explained everything.
You cannot change f-stop in all modes. You can change it in Av using the e-dial (left of the AF/AE-L button). In M mode you can change both f-stop and shutter sped. You use the same wheel, and the +/- Av button near the shutter button to switch between which one you are changing. ISO has its own button and you can choose a specific number or a range. The orange-ness is a WB issue - it is the button opposite to the ISO button. There you can choose AWB for auto WB, or one of the other specific modes. Usually AWB is good enough, but for indoors you want to change it to Tungsten. Though, it depends on lights. These days, there are many types of artificial lights, so you might even have to use a custom WB.
Each of the camera modes allows some more control and has some automation. I think most photographers use P and Av mode for usual, daily shooting; and the others mainly for specific needs (for example, use Tv mode when you want a specific shutter effect, like motion blur or motion perfectly frozen). There are many blogs out there about this, and I think the K-r manual can be helpful as well. You can download a pdf version of the manual and put it on your smart phone, so you have it with you always.
Advanced modes do not make things
easier for you; they give you more control, so you can get precisely what you want. Sometimes you might want that orangeness, other times you want to correct it. Sometimes you want to use fast shutter speed so a moving subject gets frozen in the image, other times you want a slow shutter speed so that the motion blur can be seen in the photo.
Good luck!
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