OK, so you can start with any challenge - this weeks or the beginning one.
This is a great place to start:
All about the Challenges by showmestamper at Splitcoaststampers
If you want to start at the beginning with the sketch challenges, you can go to the "downloadable Sketch" thread - it starts with #1 - look at the attachments to each of the entries in the thread.
As far as the list going to about 300, we are at #439 this week, and the download thread is updated twice a month, and is presently updated to #426.
Hope that gets you started. You will get the hang of navigating.