PROBLEM IMPORTING A DAE FILE IN BLENDER

Actually it's not a stupid question. It's one of the more 'frustrating' things about learning, :) . What you are seeing is the 'layers' (think of the alpha hud) for the body. Assembled it's a complete ENTIRE complex body with all faces. But saving from SL the .dae file doesn't do the rigging. Your best bet is to make sure all alphas or off, showing all body parts. Detach or copy/paste, up to you, and then rez a copy inworld. After that do the save->collada file.