Project DIVA can be a little hard to play for beginners. Here is some of my tips and advice from experiance to anyone who has never tried it before but wants to start.
Now that Project DIVA F and Project DIVA F 2nd has english versions. I suggest that you make one of these your first try so you don't have to pay a large amount of money for an imported game from Japan.
There are other games in the series but you will have to import them. If you would like to do that instead of going to your local game store or to PSN to get an English version of PD F then I would recommend Amazon to buy an import. (that's where I got my Project DIVA 2nd for PSP)
Make sure to pick a PD game that has the songs that you like and are more familiar with.
If you get an imported game, keep in mind that the Playstation buttons O and X are switched around. X is the no and O is the yes. If you decide to start with an English version then you will not have that problem.
When you start the game, make sure you play the rhythm game on easy so you can get the hang of it. (PD is possibly the hardest rhythm game I have ever experienced)
Do not try any songs on extreme mode until you feel you have played it enough that you think you can beat it.
Try to play the songs that you know first before you try to beat a song you have never heard before. (that makes the game at least a little easier for me)
If none of the songs that you are familiar with have not been unlocked yet then try starting with a song that has a low difficulty level.
In most PD games, there is an option where you can change sung to not sung and the other way around. Except for the first PD. That changes weather you want the words to be sung or not if you miss notes. I would recommend checking your options to make sure it's set to 'sung'.
That's all I can think of. I hope this will help for those of you who have never played the games before.