I'd say learning the proper techniques for the exercises is your best starting point. You could injure yourself or cause unnecessary pain if you're not doing them right, trust me! My lower back suffered from doing swings incorrectly when I first started out.
I just downloaded a kettlebell app on my iPad, called Kettlebell Fitness, that has demonstration videos to learn proper technique. It also has videos for warm ups, cool downs, and several work outs specific to strengthening & conditioning, fat loss, etc. Really useful for when I need to be sure my technique is correct.