One thing must be cleared that you arenot late at all. The minimum age to appear for SBI PO exam is 21 years old. And you are just 21 years. So youhave enough time. Don't feel like that you are lost or Don't go for any competition. There are students who qualify SBI PO in first time. But there are more students who can't qualify in the very first attempt. But they don't lose hope. They stuck to it until they reach their goals. So when you have time, you must prepare for the examination rather than thinking all these.
And it's your first day at Coaching, so you shouldn't take any pressure. Try to build rapo with the teacher and ask about your doubts.
Almost all the banking exams have same kind of syllabus SBI PO, SBI Clerk, SBI SO, RBI Grade B, IBPS PO, IBPS Clerk, RBI Assistant exam etc. First of all go through the entire syllabus of SBI or IBPS PO. There are many study materials available on internet.You can take help of video tutorials available free in YouTube. Read newspaper daily thoroughly for General Knowledge and current affairs, as well as, for understanding the grammar. Once done with syllabus you can move on to solving mock test, previous year exam papers. Then try to figure out your weak areas and work on them.
The syllabus usually consists of topics like Reasoning ability, Quantitative aptitude, Numerical Ability, Banking Awareness, English Language and Verbal Ability, Computer Awareness and Current affairs. First get the accurate syllabus. You must work on some numerical section to get a grip on them. Read banking awareness questions and answers.