I'm sure you'll get more experienced people replying to this, but for now I'll throw in my two cents
I started Sunny at home with Backyard agility. We live about an hour away from everywhere that has classes so I didn't want to pay for classes and travel in case she didn't "take" to agility.
First we did jumps, since in AAC they make up the majority of the obstacles in a course. We started with a single jump, than progressed to taking jumps in sequence. I found a few simple course maps online, and other exercises. I set them up in the field and we just ran around for fun.
I got a book on ground work, and we practiced front crosses, rear crosses and such on the flat, then started with throwing in jumps.
After that we started a class in Olds, so the rest was pretty guided by what I learned in class and brought home.