The first thing you need to get started is to import data from various sources into Neo4j. Fortunately there are a number of ways to do that.
If you have your data in a relational database, spreadsheet or somewhere else, you want to get in into the graph database. Although you can point and click in the Web-UI or script a bit in the shell, the easiest way by far is to generate Cypher statements and import them via the shell (
cat insert.cql | neo4j-shell -path /path/to/db), use the JDBC-Driver or pump them through the Batch-REST-API.
You can also import CSV files with a tool or Gephi or write a custom Batch-Inserter in a JVM language to do high performance imports.