Hi Oliver, QuantConnect provides a lot of resources regarding creating algorithms. I would start learning with Bootcamp:
https://www.quantconnect.com/bootcamp/These are great introductions to LEAN. There are also more guided tutorials and a strategy library made by QuantConnect engineers here:
https://www.quantconnect.com/tutorials/home/homeLast but not least, the documentation on QuantConnect should be able to answer most, if not all of your early questions. It is built in chronological order and goes quite in-depth, providing sample code for every topic discussed.
https://www.quantconnect.com/docs/home/home