Just take it all in at your own pace. When I first got into cryengine I spent my time clicking all of the buttons to see what they did.
After that take a look at youtube for some basic tutorials. If you have a bit of money to spend I would highly recommend you buy some of the Eat3D (
www.eat3d.com) tutorials on cryengine. They have a great 3 part series on the basics of cryengine as well as a couple of follow ups on materials. Other than that the only other thing I could think of is the cryengine cookbook which can be found here -
http://www.amazon.co.uk/CryEngine-3-Coo ... 1849691061 expensive but well worth it

Good luck!