Heya! Like @Pepepicks66 said, you don’t need to go through everything, not immediately. The new Testing Your Motions chapter is a good place to start with hands-on stuff, but you’ll probably want to then go back and read up on the Getting Started chapter too.
The idea is not so much about any particular exercises. You can use any phrases you already know or want to be able to play. Watch the Pickslanting Primer videos, they explain this approach in-depth, but to sum it up:
I think the usual progression is that first you try get a fast, relaxed, smooth tremolo happening on just a single note. Use any motion, pick grip and arm setup that feels fast and easy to do pretty much immediately. Use the videos, experiment a lot and change your form if something feels awkward, don’t try to force any particular motion. Don’t worry about any particular tempo, just that it’s moderately fast - something above 150-160 bpm 16th notes.
After that, try to get hand synchronization going by playing repeatable licks like “the Yngwie Malmsteen sixes” 12-9-11-12-11-9
while focusing only on the first note of the group. After a while your fretting hand will start “chunking” the six notes into a single fluent package.
When that’s comfortable for you, start moving the pattern onto different frets on the same string. When that works out, try playing it across a couple of strings. That’s when the escape motion comes into play.
Like I said, that’s the usual progression that I see people doing. Your mileage may vary a lot, so keep experimenting with grips and motions because you might be surprised how much easier some other motion can be for you.