The website is actually from England, so all the characters have different English accents. The goat sounds like he's from Liverpool, England.
To start, click on Level 1 (on the left) and then click on Stage 1. If you do a good job it will automatically take you to the next stage, but if you need more practice it will repeat the level. As you practice, be sure to keep your fingers over the correct keys. Try not to move them out of the way to look down at the keys. A good typist can type with their eyes closed!