in case you're the kind of person who needs to get a "big picture" first -- this article explains in a concise way what you need to know to get you started with JBoss and running applications with it:
Then, if you are completely new to J2EE it might be very helpful to follow a tutorial for building a simple application. I can recommend from my own experience the book "JBoss at Work: A Practical Guide, by Tom Marrs and Scott Davis"; it is very clearly written and the source code support is great.
(You can actually download the source code for the book here: http://www.jbossatwork.com/downloads.html )
I hope this helps a bit. Good luck!