Hello all, first time poster.

Well I'm new to cycling and just bought a 2009 fuji roubaix with 105 front derailer and ultegra rear. I've found that it is somewhat difficult to switch to the big front ring when in little rear gears and some times the chain just comes off completely. I'm wondering if I'm doing something wrong or if there's an adjustment I can make to correct this? Also when I push the black lever on the left handle it makes a loud click, not a subtle one like the right side. Is this normal? Thanks in advance for the help,

Shifting isn't all about mashing the levers to their mechanical stops, there's a bit of "feel" to it. There are limit screws that sets how far the derailer can go, but if you set them too tight upshifts can become hesitant or even completely locked out. You need a balance between a decently tuned bike, AND the knowledge not to shift too hard.
It shouldn't be a frequent thing, but I think it's a mishap we've all have tried occasionally.

Easing up on the pedals will usually make shifting a lot smoother.

The left/front shifter/derailer move in a bigger step than the right/rear, so there's good reason for it to be less smooth than the right/rear. But whether your still is louder/rougher than expected can't be determined over the net.

A properly setup front derailleur will not allow your chain to be thrown no matter how you shift. It's a derailleur adjustment problem.

I concur. If by now you don't trust your local shop to adjust your derailleurs properly, Shimano has step-by-step instructions on the web: https://bike.shimano.com/publish/cont...tech_tips.html. Read "Front Derailleur Installation" and "Trim Function."

The instructions for setting up and adjusting derailleurs found at www.parktool.com can be very helpful. It is important to do them in proper sequence leaving nothing out.