I think most people would say there's no single way to learn DB, just do what you fell comfortable with. Maybe you want to mess about with the example code to see how you can change it, maybe you just want to read loads of loads of posts to see if you can learn it that way, whatever you do one thing you have to realise is that learning DB isn't easy, well it's easier than something like C++ but your not going to make Half-Life 3 anytime soon, just stick with it and most important of all, have fun.
EDIT:: and most people will probably tell you to start with a PONG re-make, ofcourse you can try and make DOOM 4 if you want but you might find PONG a bit easier. If you need any help getting started you can talk to me over msn, my addy's gamemad@msn.com , I'll try and help you out if you get stuck but then again, that's what the forums for.
Formely code2kill
To tell you the truth, I'm just glad I DON'T enjoy playng The Sims.
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