Have you tried simply drawing your tables on a piece of paper? It always helps me when I'm having trouble visualising things in my head. The SQL book we used in class worked very well for me, but it only exits in German so it wouldn't be any help to you.

In your query you forgot to assign alias-names to the fields to connect them to a specific table.

SELECT city.CITY_NAME, team.TEAM_NAME, coach.COA_FNAME, coach.COA_LNAME
FROM CITY, TEAM, COACH
WHERE CITY.CITY_CODE=TEAM.CITY_CODE
AND TEAM.TEAM_NUM=COACH.TEAM_NUM
AND city.CITY_NAME='JAMESVILLE';

or

SELECT c.CITY_NAME, t.TEAM_NAME, co.COA_FNAME, co.COA_LNAME
FROM CITY c, TEAM t, COACH co
WHERE c.CITY_CODE=t.CITY_CODE
AND t.TEAM_NUM=co.TEAM_NUM
AND c.CITY_NAME='JAMESVILLE';