Well its deff not easy to just jump right in without reading a bunch of information first.
Where to start is up to what you want to do with your phone. You could start with just downloading different programs to customize your stock WM phone (different dialers, today plugins, browsers, SPB Mobile Shell, FTouch Flo w/ biotouch). This is really easy to do as most everything you want would want to install comes as a .cab file (comparable to a .exe install file on windows). You just navigate to the .cab and install.
This is how i got started then i moved to installing other peoples custom roms (pretty much the under lying operating system) to makeing my roms with all the programs and settings i like.
If you want to quickly pimp out your boring stock phone check out
http://solsie.com/poorlyducks-vista-...m-qvga-device/
Or SPB Mobile Shell