Or begin with a quickstart league that has everything set up for you, then once you have a feel for all the nuances: what bothers you, want you like, what you want to get rid of, what's not good, what is, etc... then consider creating your own league.
The first step alone, for a first-timer, including looking at setup pages to see how what you are experiencing is reflected in the gameplay and such, will take a long time, but worth it.
And as always, feel free to post here for explanations, questions, and clarifications. There's many who know quite a bit, some who know just the right things, and a few who believe they know everything. We'll help you sort them out as well.
Best of luck.