I don't have that machine or anything near as fancy, but I do have the brother SE270D. But what I would do is start with one thing about the machine read the book, learn it , practice and when you feel comfortable then move on to another thing. Also do not be afraid to ask lots of questions here and in the Yahoo groups.
For the embroidery on my machine it came with a book and I read that, studied and keep it right next to me. My machine did not have the options of classes, so it was all self taught . And I still learn new things all the time, but you won't learn if you don't try :thumbup: