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Learning the Controls
Tail Rotor, Anti-torque.
As the main rotor spins, it causes the rest of the helicopter (connected to the rotor disc by the main rotor shaft) to spin with an equal amount of force in the opposite direction. To counter-act this force, the tail rotor produces thrust that pushes against the helicopters spinning motion. The amount of force produced by the tail rotor is controlled by use of the anti-torque pedals at the pilot's feet. In a hover, or at low speeds, the pilot can use controlled variations in the tail rotor thrust to spin the helicopter right or left on the yaw axis.

The Cyclic "The Stick"
The cyclic is named after its purpose which is to provide control input to the spinning main rotor blades during their cycle through 360 degrees of rotation. When the pilot pushes the cyclic stick to the right, the mechanics of the rotor control system cause the blades to bite more into the air as they travel around the left side of the helicopter and bite less as they travel around the right side of the helicopter. This causes the left side to rise and the right side to sink, beginning a roll to the right...and yes...this happens on every single rotation (or cycle) of the rotor blades! The above is a simplified example, and there are some other interesting forces at play here that require the blades to be pitched before they reach the point at which the pitch is needed, but we will save that discussion for another time.
The Collective
The collective is also named after its purpose, to provide control input to the main rotor blades during their entire rotation. It does this by "collectively" affecting all of the rotor blades during the entire rotation. If all blades are collectively increased in pitch during their entire rotation, the result will be increased lift and thrust being produced by all of the blades.
Coordinating the Controls
The complexity of helicopter flight comes from the fact that the collective, cyclic, and anti-torque pedals are manipulated independently but in a constant and coordinated fashion by the pilot in order to get the helicopter to move where he or she chooses. There is no way to just set the controls where you want, and sit back to enjoy the ride. Instead, flying a helicopter is more like treading water in a deep pool, your arms and legs (if you use pedals) constantly making small adjustments to the controls to account for wind drift, gravity, lift, and thrust.
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