They are intimidating! Mine came with classes (DH bought me a Bernina) and I don't know what I would have done without them.
I use it ALL the time now, though. Completely worth the effort/learning curve.
I highly second the suggestion to use different color threads to get your tension right, and then tie on to those threads each time you want to change colors. Also, be sure to buy a decent quality thread...nothing worse than thread breakage on a serger.
Good luck!