I started Paleo by doing a 60 day challenge. First thing that I did was to buy Cordain's book. It was the first edition since it was a while ago - implemented his suggestions and learned what it was all about.
Get your shopping list down. Don't buy non-paleo stuff. Don't bring it in the house! Plan your menu. I go through a lot of limes for salads and drinking water. Make use of roasting for veggies, Saute veggies as well (make plenty so there are left overs). You can use those for breakfast and lunch the next day. We do three veggies at night! It's easy. I grill a lot, almost every day. We crock-pot chicken for lunch salads. Make a lunch and bring it to work.
Personally, it was easier for me to just go cold turkey. No bean, no grains and no milk and cheese - simple as that, almost. I did continue to put milk in my coffee, but then weened off. I would not put milk or cream in coffee ever now. I prefer it that way.
I had an advantage since I don't drink! Lost 35 lbs and weight loss was not the goal.
Have fun and talk to us as you go. Good luck!
bz