Check out VM setup here: http://concourse.ci/vagrant.html Setting up first pipeline here: http://concourse.ci/using-concourse.html
This gets you going with a local Concourse instance that you can experiment with. You're right that it can feel like "turtles all the way down" (quoting @oblio from earlier today), but you do not need to jump in with BOSH right away.
In regards to how to think about 'job' vs 'task', I like to think of 'Job's as a description of what the module is attempting to achieve. For example in the Concourse team's own pipeline[1] you'll see a 'job' named "deploy". 'Task's are on the other hand the individual things that need to happen in order to complete the 'job'.
-- 1. http://ci.concourse.ci/