First off, welcome. I hope you find tracking to be fun!
If you're completely new, I'd suggest starting with ModPlug tracker. Learning the tracker paradigm is a big enough hurdle without having to worry about an idiosyncratic user interface like milkytracker has. Don't get me wrong, milkytracker is great and I use it too, but it's easier to learn once you get how a tracker works. (That's just my experience; others may disagree.) MPT can export to the major formats.
As for samples, you can use any file at all (and I mean ANY file.) MPT, for instance, can import .wavs or .mp3s, and probably a few others. But you can treat any file at all as a raw audio file. (That leads to some interesting sounds, btw) To find samples, you have some options:
1) Use samples you already have, which as an experienced musician, you probably have a collection
2) Download samples from a repository. (there are several links around here) Usually these are royalty free.
3) Draw your own, which can take a while depending on what sound you want (milkytracker and ft2 facilitate this)
4) Snarf samples from other peoples' modules. This is generally accepted, provided the author does not explicitly prohibit it and you credit the source in the module comments.
When it comes to composing, I'd suggest you decide what style or sound you're looking for and find some tracks in TMA in that style which are highly rated or which you like. The great thing about modules is that each one comes with its own DNA, so you can see how it's made.
Just open them up in your tracker and play around.
Finally, start by composing some throwaway 4 channel modules just to keep it simple. Your first few tracks will probably not be good enough to go into a NDS game.
Good luck!
