If a query is performing poorly, and you can't understand why, then that query's execution plan will tell you not only what data set is coming back, but also what SQL Server did, and in what order, to get that data. It will reveal how the data was retrieved, and from which tables and indexes, what types of joins were used, at what point filtering, sorting and aggregation occurred, and a whole lot more. These details will often highlight the likely source of any problem.
I wrote this book with the singular goal of teaching you how to read SQL Server Execution plans
It will explain, among many other things, the following:
With this knowledge, you'll have everything you need to read the execution plan, for any query of your own, regardless of complexity, and understand what it does and what is causing the bad performance. It is still your job to work out how best to fix it, but your new understanding of execution plans will give a much better chance of success!