When I began this process of changing over to Wordpress, I didn't understand the self hosting concept. I had no idea that there is a difference between Wordpress.com and Wordpress.org. I have found some great tutorials on switching over yourself but those tutes were useless to me without understanding the self hosting part of it. Like a kindergartner trying to do sixth grade math. I was missing a few things. I signed up with Wordpress.com and got my own .com domain there.
I now have a domain registered with Wordpress and a self hosting account with GoDaddy. This doesn't work well. I have had to transfer my domain to GoDaddy and there is a bit of a learning curve with this too. I think that both of these sites expect me to use my ESP to know exactly where to navigate. Again, kindergartner here. I have spent all of yesterday afternoon and night and this morning trying to figure this crap out. Lots of time on Google.com and the support pages of both sites to get this worked out. Now I need to wait. For, like, 5 days, until the transfer is complete. While still paying for hosting services that I cannot use yet.
I sure wish that I could help with an actual tutorial but I am still in the middle of it. I kind of wish that I hadn't started this project but there are good reasons for going through with it and I am committed to it now.
If you are considering self hosting and haven't yet made the mistakes that I have, do yourself a favor and just go to your chosen hosting site (mine is GoDaddy) and register your domain there. When done correctly it is actually super easy.