What worked best for me was to just jump in feet first. One of my first projects was a pair of gloves, and I had NO idea what I was doing. I made it through though. The videos on here are a great resource, as are these forums. My advice is to just pick a pattern you like and try it. The worst thing that would happen is you'd have to frog a few times.
And as many people on here will tell you, there's no need to finish one project before you start another one.