Hi meabby
Be warned - you are entering into a whole new world!
The first thing to say is that Azed crosswords actually aren't all that difficult - but you will probably only know about a third of the words clued (unless you are a lexicogrpaher like Azed). You will find Chambers dictionary essential to check the answers - also 'cheating aids' like Mrs Bradford's dictionary are a great help
Also note that for this week's puzzle, as with the first Sunday of every month, you will have to submit a tie-breaker clue - and these competitions tend to be won by professional (or at least semi-professional) setters. Colin Dexter of Inspector Morse fame has actually won it more than anyone else. All the statistics and so forth are available at www.andlit.org.uk
Also I strongly recommend you take a look at
http://home.freeuk.net/dharrison/puzzles/ where you will find a link to Dr. Watson's reviews of past Azed competitions, with lots of clues solved to show you how they work
But the main thing is that Azed's puzzles are great fun once you get the hang of his style - enjoy!