Hey Hopefull,
I'm a new PEer too.
I just started with the beginner's routine which you can read more about here:
Beginner's Guide - Penis Enlargement Gym
The best way to start is probably to get familiar with measurements and acronyms. Read everything on the main site. Scroll through a bunch of posts here in the forum too.
Then take it easy and be gentle with your body in the beginning. That seems to be the great caveat on this site. Start slow. Build gradually.
I'm sure you'll get lots of other help too.
Best wishes.