After introducing himself and this training course, Sybren shows how to start scripting Blender.
Computers are stupid
Using the Python console
Copying stuff from Blender's user interface
Changing properties of objects
Sources of information
Links from the video
Blender's Python API documentation. This link is for daily builds, so it may be for a newer version of Blender than you're currently using. If you want the documentation for your version of Blender, go to Help → Python API Reference in Blender itself.