Do netcup servers come with NAT firewalls? and when you buy a server isnt it locked to only be conected from port 20 with the root access permission?
No, they dont come with any firewall or NAT. You have to setup iptables/nftables on the OS.
And yeah... theoretically it is, but thats the first security issue. 
root login via SSH should be disabled. You should only use KeyPairs for logging in via SSH, no passwords as given by default. Its also not the best idea to run the ssh server on the default port, especially if you dont have fail2ban running on the server.
Its also not advisable to use the standard OS. You should reinstall the server completely with a new OS. Netcup delivers the server with Debian 8 Jessie, which is really old and only gets security updates until june this year. I dont know why, but its a problem and we all have to deal with it.
Can i turn it off while i configure settings or something or are you advising me to literally delete the service.
Of course you can, first of all, you can shut it down at servercontrolpanel.de
I think your server aint older than 30 days, so you have the option to return it at customercontrolpanel.de and get your money back.
Any suggestions to where i'd go about starting on learning new stuff regarding this.
Its a bit tricky. I learned much with learning by doing, but doing in a secure environment (--> at home in virtual machines). There you can test, build some setups and also can try to attack the setup you built by yourself.
The internet has many tutorials and howtos. Some are good, some are bad - you will see it.
A good begin would be the web server secure series by InfoSec Handbook. --> https://infosec-handbook.eu/as-wss/
You can also audit your local setups with lynis. Its a good tool, but a little bit complex. But with a bit reading and studying you will understand it. --> https://cisofy.com/lynis/
For the begin you can also try my small debsec script (its not as perfect as lynis, but may better for beginning) --> https://codeberg.org/wh0ami/debsec
You can also try to port scan your systems using nmap - thats good for seeing, whether your firewall works.
Another good recommendation is to try to make SSH etc. only accessible via VPN, i would recommend wireguard. 
Thats a bit much for now, but just try some things step by step and you will get a feeling for this stuff.
And if there are any problems or something while learning, feel free to ask us. We will try to explain it to you. 
PS: If you think you are ready, you can build your server as a local virtual machine, secure it, export it as qcow2 image, upload it to netcups ftp and directly import it. So the server is secured by the first second on the internet. 