Welcome, Littlebigtown!
She said she can't date me and is trying to be my friend only and that's giving me a headache.
She probably is being honest with you, not playing "hard to get". What she said is consistent with Watchtower doctrine. Witnesses are supposed to date only other Witnesses, and dating is serious for them--it is about seeking a marriage mate, not just enjoying each others' company. If you do begin to date, realize that it is serious business for her! So unless you intend to become a Witness (which I do NOT recommend), it is best to accept her at her word.
I'm trying to learn more about being a JW and I am going to my first meeting.
You will not learn much from attending one meeting, even several of them. Before you go to the meeting, please learn about their doctrines from another point of view. Freeminds.org is an excellent resource for this (see their articles about doctrine, sociology, etc.). Expect to be "love bombed", as a newcomer everybody will want to meet you and act friendly. You will be offered a "Bible Study" (really, a study of Watchtower publications, with the Bible--their own version of the Bible--used mostly as a source of short quotes). That "study" really is a recruiting plan, and their sales techniques are powerful. Forewarned is forearmed!