The appeal to vocaloids exists for me, but I have absoultely no idea how to exactly, you know, get into vocaloids. You guys seems to know this stuff? I am literally clueless right now. What do I do to get into Vocaloids?

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It;s like being fan of a band.
Listening to the songs and enjoying them is the most important thing, unless you desire to be a compositor and do your own songs using the programs, which I find pretty difficult.
Other than that, I dunno, I'm a fan pretty much because Vocaloid songs made a vast majority of what I listen to.