Just get 4 friends with you, it's more fun that way (that's how I did mine)
1. everyone in the group watch the video
2. take a practice (in normal / heroic mode) my tank friend was leading the group (to remind us what to do on each pull, when we use heroism, pop cooldowns, use invis pots, skip mobs, CC, defensive cooldowns, and all that; practice makes perfect )
3. switch to the CM mode.
you wont get gold ASAP, it takes time & practice to get gold (that's how you get the experiences)
but you can always try it from the easiest - hardest.
Gate of Setting Sun was my 1st gold CM; to get the idea what's challenge mode dungeons about.
PS: make sure you're NOT using your helm (with the legendary gem) & the weapon with the legendary gem, cus theyre not working in CM.