To get my bearings with DPNs, I made two iPod cozies - they're quick, only took an afternoon, and can get you ready to attempt larger projects knitted with them.
I used a pattern that I bought at a local LYS for beginning socks from Knitting Pure and Simple. For me, the hardest part about sock knitting was not freaking out about the DPNs. Turning the heel just magically happened when I followed the pattern. You just need to trust the pattern!
If you want to start socks, I do recommend the Knitting Pure and Simple Beginner Sock Pattern (not free - only available through yarn shops, but it was totally worth it for me). But before you jump in, learn these basic things:
1. Knitting on Double Pointed Needles (DPNs)
2. Ribbing (alternating knit stitch and purl stitch in a pattern)
3. SSK (slip, slip, knit)
4. K2Tog (knitting two stitches together)
5. Picking up stitches
I don't know what other skills different sock patterns use, but these 5 were sufficient for the socks I made.
None of these techniques are all that difficult, but it might be overwhelming to learn all or most of them in one project. Take an afternoon, some practice yarn, and visit http://www.knittinghelp.com
and you should be fine. She even shows how to turn a basic heel and get started on the gusset in one of the videos.
Then all you have to worry about is gauge, to ensure your socks will fit! Read this article on Knitty to solve that problem... http://knitty.com/ISSUEspring03/FEATswatchout.html
You can do it! Just maybe not before Christmas... depends on how much free time you have