yeah, the best way to learn really is to go to a club or a rave. To start you off, however, here's a brief tutorial:
first, there are a bunch of ways to hold your sticks, one of the more common ways is to place one in each hand, over your middle and fourth fingers and under your index and pinky, so the stick is perpendicular to your arm. Personally, I think just holding them as if you were about to throw them like a knife looks iller, that is, just hold one end of the stick between your thumb and and the big knuckle on your index finger.
a good way to get started is to start making a figure eight straight in front of you with one hand, and with the other, try to follow the first hand as close as possible. keeping your wrists close together is crucial, as is bending them a lot. a lot of moves are based on this basic trick.
now go to a rave or a club and practice this (it definitely helps to be "on" something) if you get into the music enough, you'll start making stuff up as you go, and hopefully it'll look cool. try to make variations on that basic figure 8, ie. doing it sideways, around your head, etc. as long as one hand is following the other, it'll look good. what does not look good is when people flail their arms around like lunatics. don't do that.
I don't go to raves much anymore, and have long since stopped playing with glowsticks, but when i first started, I found that just getting into the music helps a lot. when you really FEEL the beats, you lose yourself in the music, and things just start to flow.
*edit*
don't try strings too early. you'll hurt yerself. hehe