This is a very exhaustive subject. For an excellent quick primer, go to the Blues You Can Use website (
www.bluesyoucanuse.com ) and go to the lessons area.
Some suggestions to learning this approach would be - 1. Don't worry that you need to harmonize evry single melody note - this is often to "bulky sounding". Sometimes just playing one chord harmonization for each chord change is fine.
2. Start off by learning simple songs that you are already familiar with. I frequently use Christmas carols with my students, especially at this time of year. You already know how the melody sounds, can hum it, and the harmonizations tend to be simple.
3. Learn a few good voicings for all types of chords on every string set. You will want the melody note to ALWAYS be the highest note in the chord, so you especially need lots of voicings for the highest four strings. Learn Major, minor, and dominant voicings for 7ths, Major 7ths, 9ths, 13ths, 6ths, #/b5's, diminished, etc. Also, learn what are called "shell voicings" for Major, minor, and dominant 7th chords with 6th and 5th string roots, and where their extensions would be. You will get tons of mileage out of these chord forms.
4. When you are ready to move on to more challenging songs, learn them in this order, seriously!
a. melody as single notes in at LEAST two positions on the highest two ( or three if necessary ) strings.
b. chord progression using at LEAST two different sets of voicings.
c. THEN work out a chord melody arrangment.
Keep in mind that you will, as a rule of thumb, have to play songs one octave higher than they are written/ notated in.
Hope you find all this helpful. Good luck!