Steve
I know what you mean it's a bit daunting. I started off by setting up all bank accounts. Think carefully before setting up categories etc, think about how this will provide useful info when you start using reports.
I don't like learning this stuff it's like pulling teeth, but I like the idea I'll be able to do lots of what ifs and know exactly where I stand right now.
There is a help guide which, for microsoft is actually quite good.