Your best bet is to probably watch some tutorial videos here:
http://reaper.fm/videos.php
There are a lot. The person that did them (Kenny Gioia) has something for almost anything and they are well done.
I work pretty much exclusively with MIDI, myself, and have been using Reaper for about half a year now. It took a while to adjust my brain from Cubase to Reaper, but it works well, once you get the hang of it. Reaper has a piano roll, and a notation view.
You'll likely eventually find Reaper two things:
- Super customizable
- Somewhat confusing - this isn't an exclusive feature of Reaper
I've found every DAW to have a bit of a learning curve.. however Reaper seems a bit less intuitive than most, out of the box (Kenny Gioia to the rescue, however).
Eventually you'll either learn how to do things the way they've been developed, or make your own customizations to make the work flow a little easier for you.
To get you started, what you're going to want to do is create a new track... right click in the blank area on the left, pick insert virtual instrument on new track (or whatever it says) and pick some sort of VSTi to work with. ReaSynth if you don't have your own VSTis yet.
Next, in the menu, click Insert, then new MIDI item (I eventually created a shortcut key as the Insert key to do this.. I believe something else is mapped to that by default though). You'll see a blank white rectangle added in the timeline on the right now. If you double click that, it takes you to the MIDI editor. You should be able to fumble your way through that part.
Hope that helps. Definitely check the videos I mentioned out though, as they can teach you everything you need to know.
On top of that, one more thing, make sure your sound card / audio interface is all set up and you can hear sounds. That would be in Options->Preferences under Audio->Device. Pretty sure Kenny even has a video for that, if you need help.