good to hear you're up and running, on the downside 2.0 should be released in the next few days and it has a lovely new UI

Anyway back to the question in hand...
My advice is to start slowly and concentrate on one tool at a time, I guess you want to generate reports with your own data so you have to learn how to add jndi datasources to jboss/tomcat, you may want to do some ETL stuff in which case download Kettle. Once you have your data in place then you need to learn reporting, so grab a copy of report designer and play around with it. Once you have learnt how to create reports, you may want to add prompts and things to them so learning Pentaho Data Integration would be the next step, then there's metadata, and on it goes.
So there really is no starting point and there is no beginners documentation as such, but there is plenty of help on the wiki and with the help of the samples included with Kettle and Report designer there should be enough there to get you going and keep you occupied
Hope thats a start
Tom