Check out Ninja250.org. They have TONS of information, though you have to be careful because some of it doesn’t apply to the new Ninjas (’08 and later).
As far as your question goes, I have some things to add to what briderdt said. First, you’re in the hard-break-in portion of your bike’s life cycle up until 600 miles. That means no revving over 4,000 rpm. That’s your shift point for the first few hundred miles. Once you get to 600 miles, you should get the bike serviced and then you can ride it up to 6,000rpm until you hit 1,000 miles. That’s what the MANUAL says anyway. I wouldn’t take the 4,000rpm too seriously, but I would keep it under 6,000rpm for the first 1,000 miles. That will give you a chance to really brake the bike in, but also force you to stay at slower speeds (but not THAT slow) until you’re really comfortable.
If you’re going to start dicking around before taking a course, you need to do some practice before you start shifting. First, you need to, as you say, figure out where the clutch engages. To do that, put it in first gear (shift down once from neutral) while holding the clutch in. Now slowly (and I mean SLOWLY) start releasing the clutch until you START to feel the bike move. That’s the beginning of what the call the friction zone: the area of clutch range where the clutch plates are touching enough to affect each other, but still slipping. Now pull in the clutch. Rock the bike back to where you started (you probably moved a few inches to a foot), and do it again, rock back, again, rock back, etc.
Once you’re comfortable with that, it’s time to get the bike going a bit faster. In neutral or with the clutch in, try playing with the throttle a bit. Try to get to the point where you can crack it open to exactly, say, 2,500rpm and have it stay there. Now, as you’re letting out the clutch this time, add about that much throttle. When you’re beginning, err on the side of a bit more throttle and the clutch not let out quite as much if you have trouble with stalling. The bike will get moving a bit faster now. Keep your feet on the ground and just walk your legs with the bike as it moves until you’re comfortably balanced and feel good about lifting your feet onto the pegs. When you do lift your feet to the pegs you should have the balls of your feet on the peg, not your arches.
Finally, with respect to shifting, as briderdt said, you ultimately want to do it as fast as possible. Sporty motorcycles, and all motorcycles in general as compared to cars, have engines that slow much faster than you might be used to (that is to say, the needle on the tach drops fast when you get off the throttle). As such you want to catch it (by engaging the next gear) before it drops too low. For NOW, however, you should take your damned time. You’ll probably take two seconds to shift the first time (that’s really slow), and since the engine will have probably gone to idle, if you just let out the clutch, you’ll feel a huge jolt. If you took too much time to shift or downshift, just let out the clutch really slowly and eat up all the differential by slipping that clutch. Again, the steps are:
1. In one motion: pull in the clutch while rolling off the throttle
2. Shift up firmly
3. Drop the clutch into the friction zone and then let it out from there, while smoothly rolling the throttle back on
Two tips to help you:
1. If you know you’re going to shift, get your toe under/over the shift pedal BEFOREHAND. Nothing stresses you out when you’re learning to shift like having to find the shifter blind in a hurry after already pulling in the clutch lever.
2. When you shift up, make sure you click it up all the way and keep pressure on the shifter until you’re back in gear. This will avoid the problem of “missed shifts” in which you try to shift up but either fail or end up in a false neutral (transmission disengaged between, say, 3rd and 4th gear, even though there shouldn’t be a neutral there).