When new to CNC machining, it may seem very complicated; however, putting an order to how you get started will prove helpful.

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[edit] Steps

Get a CNC machine. Choose car fully make sure the machine is rigid enough to cut your material and that the machine also has enough travel in X, Y and Z to fit your workpiece plus the cutters or tooling height, Don't forget that you can clamp parts down, then slide them over and clamp down again to cut long parts.
Purchase machine tooling. Make sure that you get a couple of cutters; some will probably break if you are not careful. When choosing tooling make sure to get a wide array of tools, you can save a lot of time if you use the correct tools. Bull nose, Ball end, V-Bit, Flat End Mills and Convex cutters may be a good start. Also, make sure to get an assortment of sizes as you cut things. Use the larger tools to "rough out" areas then do the fine details with smaller tools. This will not only speed the process but your tools will last much longer as well.
Do find a good CadCam system programming with gcode or conversational programming will work, but is certainly not the most effective or easy way to start.
Make sure to learn your machines control very well. Learn how to setup the tooling offsets ,work offsets and learn at least the very basics of gcode programming before you start using your machine.
At this point you should start to tackle your CadCam system start simple! first cut a basic rectangle then a rectangle with rounded corners to make sure the code output and settings are OK.
Be patient there is a lot to learn. Keep your mind open there are always new and faster ways coming about to get your parts cut faster don't be afraid to experiment or check with others for advice.

[edit] Tips

ALWAYS! Cut a "dry run" to make sure your program is good.
Find the correct feeds and speeds for your tooling. They can dull quickly or break if you run them too fast or too slow.