The first objective is to be able to cover all the holes of the pipe chanter comfortably and be able to blow your first note.
First of all, the chanter should be assembled, with the reed firmly seated and and the mouthpiece connected to the body. The connection should be firm but not tight: this joint will swell up when it becomes wet from your blowing and hence you have to be able to remove it when it has expanded!
Take a single sheet of paper and place it on a table. Now blow at it and try and blow it accross the table. Notice how your lips purse up and you direct a steady stream of air towards the paper. That's exactly the technique you need to blow a practice chanter.
Now take the practice chanter, and hold it at the bottom, with one hand, without worrying about covering any of the holes. Place the chanter in your mouth and try to blow in the same way as you did before. You should hear a constant, high pitched note. Try it a few times and try and obtain a steady note held for four or five seconds.
We're now ready to start fingering the chanter. First of all, if you've played recorder in the past you have some bad habits to unlearn! The bagpipe is played with relaxed, flat fingers, rather than the fingertips approach on the recorder. To begin with, we start with the left hand (although some left handed people do play the bagpipe the 'wrong' way round, there is not much justification to do so, and there are strong advantages to playing the same way as everyone else).
Place the pad of your left thumb on the single back hole, and then place your indes, middle and ring fingers on the top three holes. Most people cover the holes with the creases of their fingers under the first knuckle. Your fingers should be relaxed and pretty straight. The pinkie of the left hand is of no use in piping: don't worry about it and it will keep itself out of the way.
Now for the right hand: place your thumb between the middle two holes that are still uncovered. Place the pad of your pinkie on the bottom hole and the same crease of your finger on the topmost hole. Let the other two fingers lie on the holes naturally. Notice that the space between the holes isn't the same - this takes a little time for your fingers to get used to, but it won't take long. You should now have all the holes covered.
Now take a breath and try to blow a note on the chanter. If it is inconsistent or slides between notes, your fingers are probably not covering the holes correctly. Try and replace all your fingers on the chanter.
When you're trying this, stay aware of your fingers and how tense they are. It's quite easy to try to start squeezing to try and seal all the holes - this isn't neccesary and is counter-productive. If you find yourself doing it, take your fingers off and try again.
Put the chanter down on the table and try again a few times. This objective is quite tricky and won't happen 'just like that'. Don't be afraid to spend quite a few days on it.
When you're comfortable with playing this single note, it's time to move on to Objective 2.