There are many different ways to start using XPS, it depends mostly on what you want to start with.
Here's how you get started with Practice Planning (Tutorial 2.3)
XPS Tutorials - Drills & Team Sessions
Here's how you get started with the XPS Playbook
Here's how you get started with the XPS Video Analyzer
XPS Tutorials - Video Analysis
Here's how you get started with XPS Presentations
How to annotate video clips in XPS Presentations
(Beta version, let us know if you want this feature enabled)
And finally, here's a webinar on how to get started