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 can get it in into the graph database. Importing data into Neo4j is now easier than ever. Loading graph data from a CSV file with
LOAD CSV from Cypher is easy enough, but you can also create Cypher statements in a variety of ways, which you can then run using the Neo4j Browser or the Neo4j-Shell. Programmatically any of the drivers can be used (e.g. the JDBC-Driver, which you can also use from within existing ETL-Tools). For high performance, high volume imports you'd look for the CSV-batch-importer.