I would recommend by starting off with Noxid's 2-part modding introduction video series:
Hard to believe that these videos are over 10 years old, but they still hold up really well. The only thing about them that's really outdated is that the Cave Story Tribute site has had a makeover since then, and also a lot of people are using Booster's Lab instead, but you mentioned that you're using Cave Editor, so I guess the latter is a non-issue in your case.