There are 4 different links at http://msdn2.microsoft.com/en-us/architecture/bb229292.aspx that should help you decide “where to start”, and the order that I used is:
1 – Watch the Sample Application Demo Walkthrough (video) – so I know the results
2 – View the SaaS Application Webcast (video) – so I’m sure I want more
3 – Get the Documentation – so I know if I need other prerequisites to make all this stuff “mine”
4 – Visual Studio Solution – Get the Code – and then unzip, go back to doc, etc.