Summarize:

When you first start playing, you’ll want to play against bots first. This will help you learn how to play the game and get comfortable with the controls, so that when you play with your friends you won’t be a terrible teammate. Click on "Play Dota" at the bottom right, then choose "Practice With Bots", where you will be able to select the difficulty and team.  Always play against bots first. The strangers you get paired against will not be...welcoming if you suck. Another way to play against bots is to join a Co-op bot match. With this type of game you will play with strangers or your team (if you become part of a team) against bots. When you’ve got a good idea of how to play the game, you can play against and with your friends. Nothing build friendships like killing your friends and insulting their moms. Create a lobby from the play menu and either password protect it to only play with your friends or leave it open to play against a few friends and a few strangers. If you enjoy having your playing aptitude, gender, and sexual preference  mocked or simply enjoy making strangers look like idiots by thoroughly beating them, play a match or play a team match (if you have a team).  Choose your game mode. Sometimes you might want to change your game mode. This is possible for any matchmaking game, as well as lobby games. Game modes affect how you can choose the heroes that you, your teammates, and the opposing team play with. “All Pick” is wide open. “Single Draft” gives players a choice of three heroes based on attribute. “Captain’s Mode” (the standard format for championship games) allows team captains to choose heroes in turn for their players from a nearly unlimited pool. “Random Draft” gives players a 22 hero pool to choose from and turns are taken in choosing heroes. “Least Played” removes your 40 most-played characters from the pool. “Limited Heroes” is limited to the easiest to play heroes. “All Random” is pretty much exactly what it sounds like.   Adjust settings. Don’t forget to make sure the settings are correct when you go to join a match. The settings can help get you matched with the right people and make sure your connection is strong, combating rage-inducing lag. Remember: Lag kills. Friends don’t let friends lag. The most important setting to pay attention to is region or server location. You want to play against people and with people that are close to you if you know your connection is slow. This will help ease lag issues.
Fight against bots. Fight against friends. Fight against strangers.