Where should I start?
That depends on your background. In the Problems table you will be able to see how many people have solved each problem. As a general rule of thumb the more people that have solved it, the easier it is.
I've written my program but should it take days to get to the answer?
Absolutely not! Each problem has been designed according to a "one-minute rule", which means that although it may take several hours to design a successful algorithm with more difficult problems, an efficient implementation will allow a solution to be obtained on a modestly powered computer in less than one minute.
Does it matter if it takes more than one minute to solve?
Of course not, but that should provide the impetus to return to the problem and see how you can improve your approach. But remember that once you've solved a particular problem you will be able to access a thread relating to that problem and it is here that you may be able to pick some tips from others that have solved it.
I solved it by using a search engine, does that matter?
Making use of the internet to research a problem is to be encouraged as there could be hidden treasures of mathematics to be discovered beneath the surface of many of these problems. However, there is a fine line between researching ideas and using the answer you found on another website. If you photocopy a crossword solution then what have you achieved?
More information you can find here: https://projecteuler.net the github repository with my solved tasks is here: https://github.com/TomaszWaszczyk/projectEulerSolutions