This question is similar to other recent threads about getting started with OCaml (especially on Windows) and documentation practices. I think that all of these are related to the fact that the OCaml community is fairly small and, therefore, there’s just not a ton of current introductory and intermediate material out there. This is one of the reasons that we started OCaml Café which (shameless plug!) meets this coming Wednesday at 7pm Central.
I basically follow the same series of steps that @mudrz outlined because I want to understand what others have done, try to figure it out myself, etc. But the OCaml community is super friendly, so I suggest posting sooner rather than later to Discuss (or Reddit or SE).