The best, easiest, funniest and nonsense way to start with PICS or any other micro controller is when you can see the results
some cheap PIC, some colorfull leds, some resistors and the needed hardware to bring to life this little beast.
you can get the main part of the program structure via the CCS wizards and then, by example, put a word over a port, lets say. 10101010b and connect 270 ohms to the port and then the leds ( if you want to go safe you can use a darlington array chip before, but the PICS can sink up to 20 mA per lead, the use the delay function and the change the word or make a roll or whatever you want, i know that this is very very simple and not util at all but you will start to "feel" the software and the hardware at the same time and this simple circuit can be mounted in a protoboard in a snap.
Hope this helps as a start point for you. and then you can complicate the design more and more as long as you learn the functions, and the capabilities of your chosen PIC.