I can't speak for everyone, but I started with a few of the biggies:
Friend of the Devil
Uncle John's Band
These three had some good licks, progressions, etc and kept me interested. I learned them from the studio albums, because they are played different live. Once I learned them, I wanted to learn more of the licks that Garcia played, so I worked on songs like Birdsong, which has a lick that you can learn in two different keys, since it was played in two different ones. I found this site early on and started learning as much as I could. I also bought Legendary Licks DVD, which I highly recommend, to help me learn some songs. As for jams and theory, I'm not the best person to answer that, but I always liked to find a song like Cold Rain and Snow that is a couple of chords and you can jam over it. Hope this helps!
"The only funeral you should ever try to interrupt is your own, and that should be a full-time job." -Kinky Friedman