We will be getting the ball rolling soon I imagine. There is the HFNYR Yahoo Champions league which is usually by invite for former HFNYR Yahoo league winners, and there are open leagues every year made by various posters determined by the amount of interest.
Is there a good primer on how to play as I have never done so before.
There is no definitive guide to fantasy hockey. Yahoo does have a help page which explains all the different rules for various league settings and draft types. You should familiarize yourself with them if you intend to participate seriously in any of the leagues.
Beyond knowing how the leagues actually work, you just have to know hockey. There is definitely a lot of luck and guess work involved, as well as following trends for certain players and positions. Micromanagement is another big part of being an effective fantasy GM.
Ultimately the more time, research and watching all hockey teams you do, the more effective you will be. Drafting is generally a crap shoot since every year there will always be sleeper picks, flashes in the pan, and rookie breakouts. Nothing is ever a guarantee, but going with the "safe" picks is a generally accepted strategy for getting off on the right foot. A lot of times it is your picks in later rounds that end up being your difference makers in a long season, or the early waiver wire pick-ups.
The first month or two can really set the pace for the rest of the year. If it's your first time I wouldn't focus so much on winning as learning the little things and watching what the top guys in your league are doing and when, to pick-up some tips and tricks. Especially in roster management.