Once you are logged into the Studio, you'll be able to create new xaps, components, or assets:
If you are picking up where you left off from a previous building session, clicking on the "Studio" option in the top menu bar will allow you to see anything that you've previously created:
There are a wide variety of text and video tutorials available via the "Learn" menu in the top menu bar:
The tutorials cover a wide range of topics, and there is a 3-part series for creating your first xap:
These tutorials use text and animated GIFs to walk you through exactly what you need to do to successfully build xaps, and let you see exactly what the screens should look like as you do each step.