In the beginning I also had no idea what to do with Tekkit. I learned a lot by watching the Tekkit series by Duncan from the Yogscast. Starting with video 4, he gives a pretty good introduction to Tekkit. He slowly builds up from basic machines to more advanced ones, and then later also goes into Equivalent Exchange stuff.
I found it very useful because you actually see how to do stuff (as opposed to just reading about it), and because he shows things in a structured manner, from the basic machines you can build in the beginning to help you along, to the more advanced ones, so you can follow along at your own speed.
You can use the Tekkit Wiki ( http://thetekkit.wikia.com/ ) to complement the info from the videos.
One thing to note: Duncan uses electrical engines for some things, which in the meantime have been removed from Tekkit. You'll have to use an Energy Link in their place.
Here's a link to the playlist on YouTube (you can skip the first three videos):
http://www.youtube.com/playlist?list=PLF31FF54CE3BCA21F
Enjoy! 
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