I've looked into Indy 10 too, a couple months ago. I figured that the latest version was probably the best to start out with. Unfortunately, like you, I had major difficulties understanding the whole thing. Only a few demos and little to no tutorials at all.
That why I turned back to 9, which does tend to have more demos and tutorials, to get you on your way.

Back then I did manage to complete the thing I wanted to create. But in all, the Indy experience wasn't as great as I had hoped it would be.