I also had some trouble loading troops onto fleets at the beginning. I don’t think it is covered in the manual (?), but I read about it in the “tips” that pop up at every new game. They are actually very helpful. Read through them, because they explain many things that is not covered or is unclear in the manual.
As Rogan mentions, it is quite often one forget fleets at sea and they start to diminish, and if you are unlucky they perish altogether! A nice feature would be a patrol option for fleets. This could be very useful in the New World, where there are a lot of pirates causing large income losses. Also, an option to have a fleet go to the nearest harbour when they start to suffer losses due to bad/none existing supply-lines would be welcome.