It's honestly not so much what I do but the fact they are throwing more and more work on me that isn't what I was "trained" for.
Oh dear, this is not good and particularly as he has not offered training courses to help you learn. I had a friend (former employee) come to me with a similar work overload problem with her new manager after I moved on. In the end she moved on also to a nicer environment. Do you have a HR department you can speak to in terms of training? Formal training may make him ease off on you...
The issue with my boss is how he treats me as well as my other coworkers even. He is the kind of person who gets off on making people feel like they are worthless even though they aren't.
What is important to understand here is that it is his own insecurities, not yours that are the problem. He might be in over his head and not have the training himself to do the job of a manager, or may be under pressure from his bosses, so he is kicking down instead of up. None of this is your problem and he really shouldn't make it your problem.
Overloading someone with work is often a tactic of passive firing (grr), but you just started on the job so that is not what is happening here. Overloading with work can occur when there is not enough resources to do the job in the first place, which is poor management on his part. There are cultural differences in different countries to the structure and management style used, but none of your managers behaviours are in-keeping with European cultural styles. He sounds like a micro-manager who doesn't really know what he wants (could have competency issues himself?).
Have the other co-workers commented to you on how he makes them feel? Banding together as a team often helps alot when there is an ineffective manager. The other thing that is important is that you don't make his insecurities your own - you are not worthless, you are of great value regardless of where you work or whether you work.
There are laws against bullying and harassment in the work place, although the are quite new and not universal. No one should be yelling in a work environment. It is such a shame that these problems still exist in the workplace. Most of the time the solution is to leave, sometimes forming a tight group with co-workers helps as if you all support each other, these behaviours can be less tolerated when it is one against a group.
Being a bit of a whistleblower myself in the past, I can say that it is not easy to go up against a corporation where this behaviour exists. I also know what it is like to not have the support of co-workers, which makes everything much harder. So, if you choose to stay in the job, try to create a stronger team with your co-workers. Maybe go for lunch with them, tell them when you fell they have been unfairly treated by the manager and tell them that you are all in it together.
Try to keep a written record of everything. Even asking him to send you an email about the problems he want's you to solve can help. If he is misbehaving and been in trouble before he will refuse to email tasks as he won't want a written record.
I also finally had gotten a routine that worked for me that helped me get the work done faster and since it wasn't HIS way it was wrong and now I am forced to do things exactly as he says them.
It is also concerning that you had a functioning style that worked for you before and he is dismissing that. Is this an entirely new company, or have you moved within the company? If you have moved within the company, then maybe you can speak to your old manager for added support?
Bittersweet, can I ask what do you, in your heart, what to do and why are you hesitating?