I agree that it is especially hard to bootstrap the process.
I usually try to think of the first set of tests like a movie script, and maybe only the first scene to the movie.
Actor1 tells Actor2 that the world is
in trouble, Actor2 hands back a
package, Actor1 unpacks the package,
etc.
That is obviously a strange example, but I often find visualizing the interactions a nice way to get over that initial hump. There are other analogous techniques (User stories, RRC cards, etc.) that work well for larger groups, but it sounds like you are by yourself and may not need the extra overhead.
Also, I am sure the last thing that you want to do is read another book, but the guys at MockObjects.com have a book in early draft stages, currently titled Growing Object-Oriented Software, Guided by Tests. The chapters that are currently for review may give you some further insight in how to start TDD and continue it throughout.
