Hi Kaspe, that video must be a little old. The Game Object hierarchy for exported maps is a bit different now and will something like this:
MaterialName1 (all the tiles that use a specific texture/material)
MaterialName2 (other tiles on another material)
Collision (colliders using 'Default' layer)
Collision_Type1 (colliders using 'Type1' layer)
Collision_Type2 (colliders using 'Type2' layer)
But it sounds like what you're really having a problem with is setting up your player character for collision detection. That's the kind of question that's best asked on the Unity forums but the main gist is that your character/sprite needs to have 2D colliders on it and, a RigidBody2D component (unless you are doing raycasts by hand which likely isn't the case). Does the series of videos you linked to above not cover that?