Recommend a Book on MIDI.

There is an actual MIDI for Dummies book. Depending on how in-depth you want to get, Craig Anderton's Digital Projects for Musicians is excellent, too, even if you don't build his little MIDI computer.

Lots of good how-to's can be found online by looking for MIDI tutorials via Google, and hanging out in places like synthzone.com, dancetech.com etc, although I certainly wouldn't dream of recommending you leave TB except to gig or practice...