If your getting a stall warning, convert your height into energy(speed) by diving. Also, big rule of thumb is to not make turns in the horizontal plane. Turn in the vertical plane. Horizontal turning drains energy, without any possibility of recovering it Vertical turning (climbing) drains energy as well, but in the form of storing that energy in the form of height that can be reused by diving if neccessary.
If your new to flight sims that are based, like this game, at full realism, you have to get used to the way planes would actually handle. This isnt an arcade game by any means.
Sounds to me like your excited to play the game and are just jumping in and wanted to get to the fight too fast by climbing too fast. There is much more to this game than just expecting to "yank" on your stick and line someone up for a kill. Unfortunately, as I struggle to this day because Im not very good at it, there are very many good pilots out there that know how to manage their energy and have the tactics to just plainly "Own you."
Spend time in the trainign arena and ask for a trainer. They are very helpful