if you've got tons of time spare then I'd go through the tutorials and then do some searching on the net for more free tutorials that are similar to the ones you'll do on the videos. That'll help you figure out multiple ways to do each of the techniques. Also dont forget that there's animation after the other steps and judging by other people, it can take a while to get good at it.
If you haven't got all day every day to spend on maya then you might find that doing the tutorials and then doing your own models rigs and textures will take a fair amount of time to get good at.
either way, good look and welcome to that addictive thing called maya
and try the challenges as it makes you do different things
oh and here's a tutorial I found (but haven't tried yet as I need to learn how to animate) for getting models and animations into ut2k4: