The King cannot eat another piece?

Hey guys I just started here but I've played chess before, yesterday someone put me into a check (queen right beside the king) and I couldn't eat that queen. What gives? 

Is this an actual rule of chess? Say a pawn checks a King, the King cannot eat the piece? Of course providing that if he eats it, it doesn't put him in a check..

Thanks.

Something else must have been putting you in check.  Otherwise, yes your king can protect itself by taking an attacking piece.  I used to miss a secondary check when I first started.  There are rules lessons you can work through.

Your king cannot take a protected piece because he cannot put himself in check. 

Yes, I think I found the game in your losses and the  Queen is protected by a Bishop. Taking the Q will leave your K in check and you can't end your move in check.