Here's my rundown of where to get started with jQuery -
Download the HTML documentation and have a sift through to get a feel for how the library is structured and what commands are at your disposal. Having the documentation locally is faster and the search functionality works really well.
Take a look at the notes on the jQuery event object as they explain some fundamental concepts for how the event model works.
Once familiar with the core API, you may find that you need to write plugins for bespoke functionality required in your pages. The plugin authoring guide is a must read at this point as it will encourage good habits in code structure.
Subscribe to jQuery blogs. Not only will this keep you up to date with possible new features in upcoming releases, but will also provide insight into areas of the framework that you are not familiar with. Some I can recommend are (in no particular order):
To answer your specific questions,
$(document).ready(function() { ... })
(also shorthand $(function() { ... });
) will execute as soon as the DOM has loaded. This is usually where you want to put set up code for the page.
Having other scripts in the page is fine too. If you're more comfortable putting the script references at the bottom of the page then go for it (although after the first visit to your site, scripts are usually cached). If you can have certain scripts served from a CDN, such as the jQuery script from google API, then use this as chances are that the script will already be cached for the client.
I've not seen anything in jQuery core for framebusting, it's either something you'll need to implement yourself or have a look at the myriad of plugins already written - Chances are, if it's a common scenario and useful, someone's already written it.
When you say form element focusing, what do you mean? Do you mean if a certain condition is satisfied whilst an element has focus, that the focus jumps to another/the next element? Again, I've not seen it in the jQuery core, but take a look at the plugins, I imagine it's already been done. Or, this could be your first jQuery plugin project :)