Look online, there are some folks around who have walked through examples and, assuming they’re still playing online, might let you go along for the ride to learn the ropes.
I ran it some last year and really enjoyed it. However, I did choose to avoid some parts of the game: No sorcery and no hit location, mostly relying on the quickstart. Also, I was willing to make judgment calls and worry about them later, which worked out.
I really felt that the game ran best with a smaller group of players, though. I think it’s really best with, say, two or three PCs, not five. Each PC is pretty capable but five were really ludicrous.
Chargen is complicated but there’s a free builder you can use or start out using one of the free adventures and the pregens. The resident powergamer did, of course, totally jack his character, so be warned—this game isn’t as balanced as, say, modern versions of low level D&D, tend to be, as others have noted.
One thing I’d very much like is a somewhat more “lite” option for Conan as I think the game is eminently suited for a more episodic kind of game, not really a traditional campaign. I think the episodic feel captures the original source material well, being they were short stories, not a modern mega-novel series. However, chargen and advancement in the game are set up more as a traditional campaign.
Oh, and the published adventures are really, really good.
I’d like to run more but don’t have the free time at the moment. I’m doing as many games as I can handle and am now doing a lot of musical accompaniment for charity shows, so I’ll probably have less going forward.