The next relearning step is to construct the category where arrows are matrices...
> The next relearning step is to construct the category where arrows are matrices... Why not the category of vector spaces (morphisms are linear maps)?
The difference is that here you construct the category from a simpler premise. To construct FinVect you need to include all set objects with structure satisfying some axioms.
The category of matrices is simply positive integers with as morphisms n x m matrices between the two integers. Composition is matrix multiplication.
Here [1] is a nice overview. If you can follow what is going on there, it is worth while looking at II, III and IV.
[1] https://unapologetic.wordpress.com/2008/06/02/the-category-o...