This shouldn't be this confusing. We have two sets of wires coming down where the old ceiling fan was. Two grounds, two whites and two blacks. I have no idea why. In the wall where the old switch was there is a white a black and a ground. The new wall switch is two blacks and a ground. I guess I just don't understand what to do with the white in the wall, which I am assuming is neutral, and as we know, the new switch warns not to use it, and what to do with the two sets of wires coming out of the ceiling. Isn't there normally just one set? Please help.

Thanks,
Clint

How was the old ceiling fan wired?

The new switch wires like the old switch, regardless of wire color.

Sounds like the ceiling is wired for a supply and switch loop,

One of the two black should be a constant hot. The other would be the return from the switch.

The black from the Supply, connects to the White from the wall switch. The White connects to the bottom of the wall switch. At the wall, the black connects to the top of the switch and the black from the fan.