Bonjour matej,
I am one of those! I assume that you intend to learn XSI this way, so here's what I have to say:
First, I was already using Softimage|3D, the predecessor of Softimage|XSI. So to jump on XSI was not as hard as I tought. XSI kept the same workflow philosophy as in SI3D, in a much better way.
I bought some books. Specifically on XSI there is only 2 for now:
"XSI Illuminated:Foundation", by Anthony Rossano, on Mesmer Press. Good, but very basic. Great to get you started.
"Softimage XSI Character Animation f/x & Design", by Chris Maraffi, on Coriolis. Excellent, but focuses only on character rigging and animation.
I found many tutorials on the web. I even downloaded all of these tutorials, organized them into a local site on my machine, and burned this "site" on cd, so I can carry it anywhere.
I read the software documentation when needed.
If all of the above does not provide any answer, I ask on this forum and on the XSI mailing list. IMHO, the list is a must to learn things.
So, in the end, it is not that hard. There is a lot of resources available, you just have to know where. I still consider myself a newbie, and I must admit that each new thing I learn in XSI impresses me. Ultimately, I think the best way to learn, when you can't go in school, is using the software in production.
If you don't use it in production, you can still start with a personal project, with specific objectives, and then you'll know what to search for. I suggest to start with basic things, like the interface, then modeling and lighting, then move on to materials and shading, then animation. Animation is whole field in itself. It would be a good thing to familiarize yourself with scripting from the beginning.
Hope this helps
Salutations - Cheers
Bernard Lebel