Depending on your preference for learning style, there are several ways to get started. Max is different from a lot of other applications you have used because it's more focussed on creating processes (how content is generated) than creating content. This can be difficult to settle into at first. The first and most important suggestion I have is to go into the Help menu of Max and start working through the Max/MSP/Jitter Tutorials. You don't have to do all of them, or read the whole thing, but make sure to at least open up the example patch for each one and try it out to see if you understand it. Learn the basic mechanics like creating objects and connecting them together, and locking/unlocking the patch. Each object in Max has a functional Help patch that shows you how to use it. Many people learn Max by trying out different objects and opening their help patch and just trying things. Don't stress about your patches not working right, or breaking things. The worst that can happen is some sudden loud noises here and there.
Open up other people's patches and see how they did things. Do a forum search for "[sharing" and copy/paste the attached patches into Max to see what other Max users thought was cool.
Additionally, I would recommend checking out some of the third-party Youtube video tutorials people have made. This website is also full of useful tutorials that are more topically based than the general-purpose tutorials that ship with Max, and is updated regularly with more stuff.
I would also highly recommend making friends with some other Max users that are willing to share experiences. The community surrounding this software is really amazing, and the sooner you get involved, the more you will learn. Browse the Projects section, read some articles, and post questions if you find yourself getting lost in it. Welcome and Happy Patching!