The CQWW contests are always great fun (unless you are one of those people who hates contests -- you know who you are!)
As with any contest, the first thing you need to do is read the rules: http://www.cq-amateur-radio.com/cq_contests/cq_ww_rtty_dx_contest/cq_ww_rtty_dx_contest_rules/2013_cq_ww_rtty_dx_contest_rules.pdf
The exchange is the most important thing to understand. It is just a signal report (which is ALWAYS
599 in a contest!), your CQ Zone (your zone is 7) and your state. With single digit zones, it is usually customary to put in a leading zero, so your exchange would be 599 07 CO
The biggest difference between RTTY and PSK31 is the bandwidth. PSK31 is so narrow that all you have to do is park your radio on one frequency (like 14.070) and just click on any number of signals on the waterfall. Because RTTY is much wider, there is no specific frequency where the activity takes place. What this means is that you have to go looking for RTTY activity (which is real easy in a contest!) by spinning the VFO.
This doesn't even begin to scratch the surface of operating RTTY, much less in a contest. This is a MAJOR
RTTY DX contest and (how can I say this politely...) this may not be the best venue for trying out a new mode. The pace will be pretty fast and furious and people just aren't going to be very likely to take the time to stop and help you out.
My best advice would be to try and see if you can locate someone in your area who will be participating in the contest and ask if you can come over and watch. Reading about it on the Internet is a good start, but watching someone actually do it will allow you to see how it flows in real time and ask questions as they come up.