Some video tutorials for you

For first time arduino users, watch this one for an overview of the first example sketch: Blink.

The official Arduino write up is here: Arduino Blink Example

Once you've understood that one, now try to make your board make some music. This gives a quick look at the toneMelody example.

Official documentation is here: Arduino toneMelody Example

The next adventure will be to use a button to trigger the function that plays the melody. This video will walk you through that process:

You can find the code used in this zip file: Push Button Symphony Example