Hi Mark
not knowing which saw you have l cannot give you much info but l would be thinking it as only one speed, blade tension should be a major factor to start off with, you will need some blades any will do for now you will brake some, if it as been stood for a few years give it a good clean and lubricate all moving parts if you can bolt it down that would help with the vibration and properly stop it dancing out your work place.
a good place to start ff with for patterns is Steve Goods site there is plenty of video`s there to help you get started plus there are tutorials on cutting wood and also there is a pages of free plans under Free Pattern Catalog
Scrollsaw Workshop
as for wood any scrape piece will do no more then 1/2 to start with, draw a straight line on a piece ply wood and try and cut it you will fined that it will want to veere off left or right don't panic that is normal you have to turn your ply to compensate so that you cut it straight
l could go on about this all day the most important thing to remember is not to force the blade a gentle pressure is all you need take your time speed will get better as you go along,
In the scroll forum l post a video on using a saw and also a test pattern, try this and see how you get on if you need any more advice let me know there are no daft question in scrolling.
1 last thing is practice practice practice
hope this helps you out