There's loads of info on Aitch's BLW blog which should help.
I cut up bits of potato and carrot to start with into about 2" thin batons. Your DD isn't likely to actually eat much of it anyway at the moment, so it's just for experimentation of texture and taste (sometimes!).
Don't worry if she isn't interested. Remember her main nutrition is still BM at the moment - and food is for fun
She might find banana a bit too slippery to pick up at first, but agree that broccoli is a great first food. Try having some yourself at the same time and eat it with your fingers, so that she can see what to do.
Chip shaped steamed/boiled root veg is pretty much all you need to remember at first.
I wouldn't count on it being gobbled up, but if anything makes it near her lips, then count it as a success!
As the others have said, it's all for fun and play...and you will know when some has gone down as it will more than likely appear at the other end (watch out for carrot....)