Welcome to 3D Studio Max!
I'll go through some key points that were discussed in the introduction video.
First of all, make sure that for now you stick with the same 3D Studio Max version you have downloaded. It might cause some errors or you might lose your project if you open your scene in a different version.
By default, 3D Studio Max opens with a split screen 4-view template which allows you to see the object from different perspectives such as perspective, ortographic, top, bottom, front, back, left and right . I find it easier to work when I see everyting in fullscreen so to do that there is a 'Maximize Viewport Toggle' on the bottom-right corner or you can press CTRL+W . Luckily, each perspective has a shortcut which is the first letter of each perspective's name with 2 exceptions: right and back which have no shortcuts.
The + sign on the upper right side is the Create Tab. It allows you to add some shapes that are already created for us, lights, cameras and some other stuff that I don't even know, haven't used them. Yet. We're going to focus on the Primitives for now. The tab right next to it is the Modify Tab which allwos us to change the geometry of Primitives such as boxes or spheres and turn them into whatever we want. Pretty cool.
It is literally CRUCIAL that you have enough undos (for a lifetime would be great) so that you can go back in time more than 20 times (which is the deafult I believe). Go to CUSTOMIZE - PREFERENCE SETTINGS and change the number of Levels (and thank me later).