Like everyone says: try the tutorials, starting with ''getting started with C++". You don't have to understand everything right at start. just try to follow the tutorials. If you have problems after a couple of times trying, just ask on the forum. I wouldn't start with "Getting started with Lua". To me it seems a litlle more advanced and it's just easier to understand, ones you have done all the C++ tutorials. The tutorials are fairly out of date and some code might not work as expected. I hope that Josh (or someone else) will replace them one day to helpthe new members ont their way.
The more advanced tutorials like water, triggers and events and post processing events are cool to watch but try not memberize all of that code in your head. most of the code has been symplified by the so called 'Framewerk'. try to see the Framewerk as a command set that can handle post processing and render effects. these commands are easier in use.
important thing is: never to give up. Don't expect to write an entire mmo's in a few weeks or even months. Give it a lot time and trying and eventually you start to create something nice.