I wanted to learn this for a lot of years now. So time to start. (Ultimate goal is to create a Device to read in different stuff from my Wacom tablet.)
Well for now some basics would be cool.

Maybe try to come up with standard devices first.

Any ideas how to get started? the Max Documentation itself, is very hard to follow.

I found this tutorial series, which has also Max packs to download via Max.

https://www.youtube.com/playlist?list=PLD45EDA6F67827497

First Video:

 

This series by Cycling74 is very good for beginning:

here you can find the rest: https://www.youtube.com/user/cycling74com/videos

Done #2-#8 today, to get started they are really perfect.
It does change the way thinking about devices (FX, MIDI, Instruments) a lot.

 

if you are on windows, i have installed the RET release, it opens quite fast here. Which version are you running?

actual the inbuild max version is alot faster, but it cant save & edit M4L patches. I wish R2R could actual patch internal M4L too.

EDIT: you can use external Max version, when you are on windows there is Cycling.74.Max.v8.1.2-RET and Mac has even newer versions: Cycling.74.Max.v8.1.10.MacOSX

i think external max version is loaded, when you open the first axmd file/M4L device in a project

 

sure we can try here.

i wanted to todo a stereo delay in M4L inspired by the #3 tut, which i posted above.
then probably thinking about understanding how to sync times to BPM?

 

build a stereo filter delay with dry/wet knob - teh dry wet knob, what piece of fiddling. Actual mathematical very simple, but without knowing what Max has as things, very difficult.

want to add:
1. synced delays
2. Cross delay
3. Feedback?

Next up after that, how to build a reverb? well looks like you need a few filters for that?! i havnt found a good flow chart for that? And the Max docu kind of sucks.

 

as a complete beginner the Max docu is very hard, so i watched their old video tuts from 2012 and something i found on the road.
yes build just for the fun of building something and help to understand standard devices a lot.

im using inbuild Max in Live 11.05b2, seems to work right out of the box here.

 

okay in Live10 opening Max4Live devices only opens Max, not Max Editor, put this in the host file:

Code:

##
# Host Database
#
# localhost is used to configure the loopback interface
# when the system is booting. Do not change this entry.
##
127.0.0.1  localhost
255.255.255.255 broadcasthost ::1  localhost fe80::1%lo0 localhost

Source: https://cycling74.com/forums/max-editor-not-opening-from-live

another solution, Ableton opens with Admin Rights, but Max not or vice versa. It is fixed now.