I actually found ZF pretty easy to get started with but more complex tasks where, um, more complex.
If you've started by reading the quickstart your probably ready to just jump and and start building applications. The reference can be a bit overwhelming if you just read it for the sake of reading it (obviously its good to know whats available though). There are allot of components documented there that aren't essential to most applications.
Your main focus (IMO) should probably be getting to know how to use Zend_Application to bootstrap your app, get to know Zend_Controller and how you can make use of plugins and helpers, Zend_View and its helpers, then of course Zend_Form, Zend_Db and the entire routing process (comes under Zend_Controller).
You should get to know most of these reasonably well by building any type of application.
From there you just need the reference as specific requirements pop up.
My 2c