We all started just where you are.
When I got my first embroidery machine, there weren't any forums or magazines for this craft. I did find "Embroidery Machine Essentials (How to Stabilize, Hoop and Stitch Decorative Designs)" by Jeanine Twigg at my local Joann Fabrics and Crafts store. This publication helped me learn what the EM manual did not offer. I bought, read, and used this publication like it where a Machine Embroidery Bible. I then bought all the JT books I could find (they are still available). Before long, I knew more than the local sewing machine dealer's staff about machine embroidery and software products. I have to admit (at that time) it did not take the IQ of a rocket scientist to be more experienced than said staff.
Start by gathering basic supplies: scraps of fabric, old shirts, tea towels (simple cottons), stabilizers (cut away for knits and designs with tons of stitches or tear away for simple letters, numbers or designs that are just outlines and have fewer stitches), machine embroidery thread and machine embroidery bobbin thread. As your confidence builds, you will want to add sticky back stabilizer and/or spray adhesive (like Sulky) for snugging the fabric to the stabilizer and wash away stabilizer for topping napped fabrics such as terry cloth.
Sit down in front of the machine and open the manual that came with it. Begin with bobbin winding and as you read, apply each step of every feature. This will help you learn the functions of the machine before you begin a project.
You should begin embroidering with the designs and fonts built into the embroidery machine before venturing into downloads and software for cataloging, editing, and so forth.
Visit the Blog section of ATG for more detailed hints and tips.