Hi there - hope it's ok to resurrect this thread, I've just downloaded CAW and am on my first ever world (apart from a tiny test world where I tried out a few of the tools).
I'd like to add that Krrank's guide has been extremely useful to me - it's clear, covers all the steps in a logical order, and is thorough without being prescriptive. I'd definitely recommend it to someone who likes the idea of creating a world, but is perhaps a bit intimidated by the programme.
I'd also say that tring out a first tiny test world was really really helpful for me - without the pressure of trying to make something look the way I imagined it, it was easer to get a grip of the tools. They do take a bit of getting used to, but I kept the test world and Krrank's tutorial open in separate windows, and managed to get a feel for how things work pretty quickly. Some things take getting used to (like pressing 'Esc' after using roads or adding objects, or the hills grow much quicker than you'd imagine - consider softening the strength or size of the brush you're using), but experiment and play with it, and it shouldn't be too long before you're creating your very own world! The other thing I'd say is - the process of building a world doesn't happen over night, so don't beat yourself up if you haven't created something like Union Cove in a week