You may wish to start first with small things like Feats, Spells, traits and build up to Races and Classes which tend to be harder in HL. Templates and Archetypes being even harder.
Start also with just putting everything in as "text" and forget the scripting part right away. Also make sure you have gone over the
Glossary of Terms and checked out the Intro Videos in the
FAQ#2.
Its very overwhelming at first when you get into using the Editor. It takes time and patience plus being ok with failing allot. Trust me I failed WAY more often then I succeeded at first.
Stick it out and it opens up a really fun and POWERFUL feature of Hero Lab.