Using oil pastels is fairly easy, although, like any other artistic medium, it does take some practice to master. You shouldn't expect to turn out masterpieces right away. However, as long as you are willing to put in a little bit of time and effort, you should be able to easily get a handle on the basics. Here are some tips to get you started:
1. Choose the right paper. The paper that you use makes a big difference in the quality of the results that you get. Ideally, you should look for a heavyweight paper that can take a lot of pressure and blending without tearing. A paper that is specifically designed for pastels such as a toned Canson mi-tientes is a good choice.  A 9" x 12" pad with 24 sheets usually runs around $5.00. You can find it at most art supply stores.
2. Lightly sketch your design with a pencil. Starting with something simple like a still life with a piece of fruit is usually a good idea. If you try to take on something with too many details right out of the gate you will probably wind up frustrated.
3. Once you are done drawing your design, start laying down color with your pastels. Don't worry about blending at this point. Instead, just put down the color where you think it should go. Once you have your basic colors down, you can either add additional layers of color to them or blend them with the surrounding colors using your fingers or a blending tool. Take your time with the blending since it can make a real difference in the finished piece.
4. If you make a mistake, use your fingernail or the edge of a credit card to lightly scrape the oil pastels off of the paper. You can then reapply more oil pastels over the top to correct the mistake. 
5. Most importantly -- have fun! Don't make the learning process too serious or you will just wind up feeling frustrated. Instead, experiment with different tools and techniques to find out what works best for you. Don't get too hung up on creating masterpieces right away. Allow yourself to make mistakes or to create pieces that just don't work. Only by failing can your learn what not to do, helping you to become a better artist in the future.
Hopefully, these tips will help you get started. This video also has some other fun and interesting exercises you can use to master oil pastels. Good luck!