For the first two films of the Terminator franchise, things make enough sense that you can more or less go along with it. It's a little strange that John Connor sent his own father back in time to impregnate his mother, but whatever. No big deal.
Things get more complicated with Terminator: Rise of the Machines where we find that the Judgement Day-preventing actions of Terminator 2 served only to postpone Judgement Day a little. Apparently fate is a stronger force than time travel, though its timetable can be nudged a bit.
By the time we get to Terminator Salvation, things are insane. John Connor is judging the future based on everything his mother taught him, but what does he do if the past he helped create affects the future he's supposed to expect?