Well....
It's a bit of many stuff to take care of.
You need to set up your tablet and make sure it works on the program you are using. By "work" I mean completely working, i.e. pressure sensitivity and all that. Programs like Gimp, SAI and photoshop have settings for extended input devices (note: gimp is not very tablet friendly. eg. My gimp doesnt detect my wacom bamboo unless I start the program by clicking with the bamboo stylus rather than mouse)
Then comes orientation. May take 2 or 3 days depending on how picky you are. First orientate hand-eye coordination with sketch practice, then move on to brush calibration, basically tweaking things like opacity and sensitivity, and preferably saving those settings which you like (eg. settings for lineart, shading, etc.). The calibration can take pretty long, you may have to do entire linearts just to see if it's ok, or if the strokes are too thick or non-uniform, etc.
...OR you could just jump into it and try for yourself. Most people do that anyway. The whole calibration fluff is not that crucial usually... even I recalibrate my brushes when my strokes change.
Learning to draw works regardless of the medium you're working with. The only difference is the hand-eye coordination which IMO is quite minor.