Where to absolutely start?

This seems to be the eternal conflict between epistemology and practicality.

Epistemology lets you find out which things are true, construct correct models of the world, and build awesome stuff. The problem is that it can take enormous amounts of time, and the resulting stuff is often easy to use even for people who have no idea why it works. (Not only the obvious cases like using a microwave without having an idea of how it works, but also the invisible stuff like living all your life without a plague while perhaps being a successful anti-vaxer blogger.) Then the people who use stuff invented by others will laugh: "if you are so smart, why aren't you rich?"

The problem is, if you go the opposite way, and just use the stuff without understanding how it works, sometimes you copy something useful, but sometimes you copy something harmful -- you have no idea how to distinguish between them. You lead a successful life, then you drink some bleach and die. It's like walking though a minefield, hoping that it works on average.

So, you probably want some combination of both. To have a knowledge of what works, and to actually exploit that knowledge.

In a parallel universe where Eliezer followed his own advice (to the extreme) and published a book full of hands-on lessons without the epistemology... some people probably read that book and wondered how exactly it differs from any other advice-providing website. So they took some inspiration from that, some other inspiration from somewhere else, and probably got a little bit better on average, but without any deeper change. Instead of rationality meetups, people go to productivity meetups, where they get some good advice, some bad advice, and some irrelevant advice. There is already a lot of this out there; no need to pour more water into the ocean. Also, there would be no effective altruism, and people wouldn't care about AI, because, well, you can solve all these things by the power of positive thinking and visualizing success, can't you?

That said, a CFAR-blessed textbook of practical advice would be nice to have, of course.

I feel like I "got it" on a lot more than half of the essays. I'm a native speaker though. And both an American and enough of a nerd to get most of EY's cultural references. Maybe slogging through is not the best approach for you. If a cursory search of LessWrong's wiki, Wikipedia, and Google aren't enough to understand an unfamiliar reference, you can try one of LessWrong's chatrooms. I think the Freenode one is probably still active, but I haven't been following it lately. And you can ask more questions in the open threads or with new question posts here on LessWrong proper.

HPMOR's main purpose was to get people interested in rationality in the first place, so you maybe read the sequences and get on board with the mission. You're already interested, so maybe HPMOR is less important. But another major benefit is that it conveys the experience of thinking like a rationalist in a way the sequences don't. Because you put yourself in the protagonist's shoes. And yeah, it's both entertaining and enlightening. But again there were certain chapters I had trouble following. It also starts out kind of slow, so don't give up before chapter 10. You say you are not a native speaker. I don't know your preferred language, but there are a number of translations of HPMOR, a podcast/audiobook, and machinima videos.