the following is based on my own experiences and some might disagree but this is ONE WAY to get around to do it, as well as avoiding embarrassment:
if you're a serious noob (which -- don't get mad -- you indicate you are through your kind of questions and posts so far) you do not want to start with menu (imho). learn how to do other stuff, because menu's require more organization than you might think. make a basic first-person shooter or something else really simple. it doesn't need to be planned or organized or anything, because it is purely experimental. look around the forum for ideas on what to do next and use the manual as well to help yourself expand your game with particle effects, different weapons, etc. look at the AUMs as well.
then after a while you'll decide you really want to get down and make a menu, but you won't ask on the forum because either you know enough about the syntax and many of the functions to be able to make a menu with only the help of the manual; or you would've come across menu examples in the AUMs and have acquired enough knowledge from them anyway.
good luck
julz