".... there is nothing wrong with using bait on a fly rod when you first start."
This is true, but then you aren't really fly fishing. I fished a bugger like a hunk of bait when I first started fly fishing in streams. Then I moved on, but I've been back to buggers many times. Great learning fly. Try fishing it on a fairly tight line. You could be missing lots of takes.
As was mentioned, the fly rod is a different tool. The leader and tippet are connected to your fingers through a fairly thick line that floats on the surface. Fish can take and pull several inches of leader before you even know it. If you aren't using an indicator, the fly-to-fingers connection must be solid or you must be able to watch your line on the water.
Whether an externally attached indicator or the line/leader junction, the slack between fly and indicator must also be minimal (or better non-existent) for you to know consistently when your offering has been taken by the fish.
When the weather breaks, then a royal wulff or adams will serve you for a while. Adams in sizes 18-14 should be in your early season fly box.
In another couple weeks, the panfish should start moving into the shallows. Visit the lake in late afternoon of a warm day. Find a shallow bay and look for rises. Bluegill, Pumpkinseed, crappie, etc. will rise to emerging insects or just cruise the shallows looking for any kind of food. Whether rising to naturals or not, cast them your gnarliest dry fly and have a blast.