The library documentation is a mixed bag. Some is good, but some is more of a reference than a guide. The best guide to (some of) the Boost libraries is the book Beyond the C++ Standard Library. At the very least, the introduction gives one paragraph descriptions of many of the libraries. From there, you can decide which library is most important for your current needs, and, if it's in the book, read the chapter on it, or read the documentation on the website.
If you read German, there's a good online guide. Google translate does a good enough job that a non-speaker like me can understand it.
Also, unless you have lots of experience with C++, I'd start with the simpler libraries (e.g. smart_ptr, tuple, conversion, tokenizer, regex, date_time, test), before trying the more complicated ones (bind, variant, any), or the really advanced ones (concepts, MPL, Fusion).