Well, I started like the guide suggests in gettin a random natured shiny egg with random IVs. It's fairly easy and good at just showing you that the whole process reeeally does work! After that I started catching legendaries, which is honestly pretty easy too. After that I jumped to eggs which, in my opinion is pretty hard because of you having to "calilbrate to find your actual frame" and all that Jazz. Once you've done it a few times you get the hang of it, but it's definitely harder than catching "stationary legendaries". After that I did "roaming legendaries" which I thought would be harder than it actually is. The only thing that makes them any harder than "stationary legendaries" is the fact that you can't save till you've chased them down (which usually only takes 2-5 mins anyway). I haven't tried any wild captures yet, cuz the only reason to do it is to get them in a specific ball that you want and I'm not really interested in that. :P
Best of luck!