To learn Parse, we can start with the QuickStart guide provided by Parse.
Parse is a facebook owned company and so to login to start, you can always use your facebook account.
Once you have login, you will be brought to your dashboard in Parse.
Click on Create New App on the top right hand corner of the page.
As a first app, you might want to name your app as FirstApp.
After you have created your App, Parse will supply you with a bunch of keys that you need to put into your code.
Now, click on dashboard in Parse and you should be able to see your FirstApp.