Getting started with MULE ESB

Eclipse is the tool to create Mule flows and run or debug them. I can skip the part how you install eclipse and the required plugin, it is all documented at here and here.
I recommend reading the 10-minutes intro and the documents describing the concepts (also downloadable as pdf!). Look at the sample projects (Echo and Hello first) that come with the eclipse plugin and create your own projects, by experimenting you certainly get the fastest take-off.

New Mule project