At first all these things together may feel a bit complicated with learning how to read music and all the other things that go along with it.
Every instrumentalist faces the same things when it comes to reading music and theory. Every instrument has it's own set of pros and cons that go along with the particular instrument and the sax is no exception… I guess the good news is that the saxophone fingering system can be considered as the easiest, along with the flute (which is almost the same) so learning all the notes and scales should be very easy. The thing about the sax though is getting "your tone" which can take a little while.