My GCC is having his first Moult at the moment. He's been going for about 2 months at the moment. He's lost two of his large tail feathers and most of his coat. He's got heaps of blue coming though which looks great. He baths often which helps a lot and I also help him break his pin feathers. Sometimes it hurts him though if I get one that's not quite ready and he'll scream but for the most part, he likes it.
If he/she likes water that great. I take mine in the shower with me. I first just put him up the top and he watched, they he was like hmmmmm, that looks kinda fun and wanted in. I put him on the floor and he splashed around. This helps a a lot to soften the casing.
Brand new pins can be a bit tender so be careful. Once they are a bit more advanced you can just use your nails to press on them, you'll feel them squish under weight. I then roll them a bit if I can.
I've found that Conures seem to be pretty good at sorting themselves out as they are super flexible. The only ones I really help with are the ones he can't reach, on the neck and head.
He doesn't always like it though, sometimes he just wants me to leave him alone so I do. Other times he'll be quite calm and enjoy it. If you havn't patted and preened your bird much before it might be hard as he's not used to it. Also, it's a pretty new pet for you. I have mine for about 4-5 months before he really started moulting.
Just be patient, you'll pick it up. I'm a n00b with birds too and I'm doing fine.
Good luck!