Try a medium size map 2 vs. 2, lock teams choose the hard AI for your partner and choose the easy AI for the opponents. You'll win, and you'll be learning at the same time. Then progess up to more difficult challenges.
Yep. That's what I did (except I set all AI to "Easy"). It helps to have an ally watching your back, and you can watch the AI player for tips on how to play.
And as someone mentioned, don't be afraid to pause the game whenever you start to feel overwhelmed. Then you'll have all the time you need to get a grasp on things.