Yes, it's better to create components as you go, then create further components out of those components etc - it's the whole secret of good CAD. But all is not lost, use the "dashed rectangle" tool to select/ mark all the parts of the stud you want to move (and use ctrl- leftclick to add any bits you missed).
Alternatively use layers - ie the wall is Layer 0, make a new layer, select that layer for working on and draw the studs, etc on that layer.
Dom's right on the recovery.
SU does take a bit of getting used to but then so do any on the CAD programs and it's quite impresive what you can do in SU without much learning. The headaches do come from distorting earlier parts of the drawing if you don't 'lock' it in some way - hard experience and having to start again sadly.
Once you make it a component, then it becomes an object.
So making a stud wall becomes very quick:
1) Define one stud and make it a component
2) Select the move tool and tap CTRL (to enable move with copy)
3) drag copy in direction you want - no need to worry about spacing.
4) once you drop it, type the amount of move in mm - say "400mm" - that will position it accurately.
5) Now type the number of copies you want with an "x" say "x5" for five additional copies.
So the actions become "M CTRL Drag 400mmx5" to do a hole row of studs.
The other really useful trick is to note that if you click and drag you can use a rubber band selection to select bits. However if to drag down and right then only objects completely contained within the rubber banded box will be selected. If you drag down and left then any object you touch will be selected. (same applies with dragging up). This can be a good way to select bits that are in close proximity to others.
Good advice, and possibly hard for a beginner to see until they've tied themselves in a knot. It's really useful once a diagram gets crowded to be able turn off all the layers not of interest - so you might have layers for concrete foundations, masonry walls, windows & doors, structural timber, flooring, roof covering etc.
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