Did you ever milk a cow or anything before? The hand motion takes a few tries to get coordinated. Practice makes perfect. If you ever drum your fingers on your desk or anything, like this--index-middle-ring-pinky--that's how you milk, sorta. Oh, and your hands WILL hurt for the first couple of weeks until you get stronger.
If you can learn on a goat, do so, by all means. It's a LOT easier than learning on a cow that is normally used to machine milking. The machines apply an even all-over pressure, which your hands will not be able to reproduce, so the cow will feel like it's being pinched. Definitely learn on a goat if that's possible. I learned how to milk by helping out my neighbors' dairy farm when the power went out...Was not a fun experience for anyone.
Goatkeepers is right, you will want a stanchion. Your life will just be ever so much easier. Prepare to have the pan kicked over the first few times, too.
Also, if I were you I'd think about what to do with all the milk. You have to get 2-3 goats so they can keep each other company, so you're going to end up with maybe a gallon a day or more, depending on what sort of goats you get and how good they are. How much time do you have in the day to devote to milking, yogurtmaking, cheesemaking, butter churning? If you work full-time and have a long-ish commute, you are not going to want to come home to 30 minutes of milking plus another 30 minutes of milk processing, unless you can use a gallon a day of milk. Now, me personally, I can use maybe a quart a day and DH can drink perhaps a pint a day of milk. After that, I'd have 2 1/2 quarts of milk to make into yogurt/cheese/ice cream/butter. Every. Fracking. Day. Including holidays, sick days, etc. The chickens, if I'm feeling unwell I can have DH fill up the feeder and waterer and they'll be OK until I'm on my feet. Personally, I'd never find time to post on BYC if I had goats. Nor would I have any other hobbies, such as gardening or minding chickens. But if I stayed at home or worked part-time only, I'd consider it.
I too have what DH calls "harebrained schemes." I know how tempting they are. Some things, you just have to reeeeaaaaally think through though.