Additional tips from my own juggling experience:
- Buy the book "Juggling for the Complete Klutz". It's great for covering all the basics, and it comes with three non-bouncing beanbags as well. I had a summer with too much free time and taught myself everything they had in the book.
- When you're first trying to juggle three objects at once, start with Kleenex. Silk handkerchiefs are used by pros, of course, but you probably don't have any. Kleenex take forever to hit the ground and you'll have a chance to practice the rhythm of the arm motions before moving on to the beanbags.
- Practice outside. Especially if there's anyone living directly below you. Besides, it's fun to go to the park in the summer and show off for random kids.
- Practice, practice, practice. You don't even have to take that much time every day. Even if you never get past the three-ball cascade, it's great for showing off with kids' toy blocks or oranges in the supermarket.