Answers to many questions can be found in the KLUG mailing list, its archives, and the searchable database of the KLUG pages.
For very new users, there is a brief introduction to what ppp is, which also covers setting it up to some extent. ext2.org has this very good article, Going Online with Linux, which explains in detail all the PPP options in the configuration file. Another article which comes highly recomended is How to hook up PPP in Linux by W.G. Unruh. Finally, there is Linux Journal's Novice to Novice: a 10-minute guide to setting up PPP.
The Linux Documentation Project's PPP HOWTO is available at linuxberg.com and metalab.unc.edu.
Red Hat has two documents available: quick reference and general overview for adding PPP connections, and the PPP Client HOWTO.
If you are using NetLink as an ISP, they now have a page that tells how to setup Linux PPP with NetLink, which is also a good introduction on how to set up ppp.
Debian users will want to read the notes on configuring PPP in Debian (slink).
If you have Slackware(an unlikely if) of a new version, ie. >3.6, you can set the whole thing up by typing 'pppsetup'
If you have problems with ppp, there are a number of files that you should include in your problem report. These files are [...] and the revelant portions of either /var/log/messages or /var/log/ppp.log.