Explore the javadocs only as needed when you can’t figure out how to do something using Clojure’s core API or the Clojure contrib libraries.
For 3rd party libraries, there is Clojars. I’m not sure how widely it has been adopted by the community, but it’s a good place to start. Many Clojure projects are hosted on github, so you can try searching for clojure there.
If you already know Emacs, there is good support for editing Clojure in Emacs. If you don’t know Emacs, don’t try to learn Emacs and Clojure at the same time. Check out the getting started page on the Clojure wiki for infomation on getting going with a number of different IDE’s. Unfortunately, the wiki link on the Clojure homepage is wrong.
Finally, check out Planet Clojure for lots of good blog posts about using Clojure for a wide variety of different things, including helpful posts on getting started.