I am SUPER confused about the whole Jay-Is-Zoom thing... and how he "killed" himself... and why he has Caitlin? (pls also no spoilers he still has her where I am) and WHAT IS THAT OTHER TAPPY GUYS DEAL???
I presume you're at one of those two episodes, because "he has Caitlin" indicates that he's kidnapped Caitlin at the point that Du are in in the show. The explanation that Hunter Zolomon provides in 2x18 is that the guy who was masquerading as "Jay Garrick" was his time remnant.
Simply put, speedsters can create time remnants. In other words, a speedster can create a temporal duplicate of himself (by running fast enough and thus creating a duplicate who is a few Sekunden behind him in time), but in doing so, speedsters invoke the wrath of the time wraiths (hence why as Du will see the time wraiths are not too happy with Hunter Zolomon). So, Zoom created this temporal duplicate, and he had the time remnant Masquerade as a so-called friend to Team Flash, while Hunter Zolomon was enacting his reign of terror on Earth-2.
There's a reason he has the time remnant use the name eichelhäher, jay Garrick. eichelhäher, jay is the original speedster in the comics.
Zoom has Caitlin, because he has a sort of affection for her, and he sees his mother in her (see the "You're a monster" line parallel in season 2, episode 18). Basically, he's kidnapped her, because "he doesn't want to be alone anymore." It's a pretty icky situation, all things considered.
As for the man in the mask, well Du will have to wait and see on that point. All will become clear in the season 2 finale. :)