It's not too hard, really. I learned in a few hours.
The hardest part when you're first starting off is, believe it or not, getting it into first. Shifting through the rest of the range is a pretty simple task -- let off the gas, push in the clutch, shift, release the clutch, push the gas pedal. Getting the car moving in first is the part that requires a bit of work. Basically, you have to give the car a little bit of gas, then slowly let out the clutch, steadily applying more acceleration until the clutch is engaged. If you don't give it enough gas the car will stall, if you give it too much gas you could either wind up peeling out (if you pop the clutch) or putting excessive wear on your clutch (if you let it out slowly). It's just a matter of finding the right balance for the car.