What makes you think you can improve performance that way? If it were that simple Microsoft would have built it that way. Most registry tweaks do not involve performance, and those that do normally address a certain problem that you may or may not experience depending on your exact environment and will hurt performance if you don't have the problem. I don't know of a single thing that you can do that will automatically increase performance no matter what. So my advice is to leave it alone. As far as learning it is concerned, I think it's too big to learn, but here is a link to an article on the basics of it. http://www.geekgirls.com/windows_registry01.htm
Agreed! (That article was written by a colleague of mine by the way :))
In certain circumstances, you can gain some extra performance from windows by disabling certain background services, rather than by editing the registry. You need to be careful with it though, in case you disable services which you actually need. Study it well before you make changes, and perhaps a good place to begin is:
Read it thoroughly first, and then Google for further information about the content you don't fully follow. Only after you've thoroughly researched what you're doing should you begin to make any changes.
I'd add that services in Windows XP can be removed with the Computer Manager tool, (it's one of the Administrative Tools that come with Windows XP, you can find it in your Control Panel, under Performance and Maintenance, if you don't know of these tools, you're about to find a real gem!).
A fine little tool, you can even access tools to resize and repartition your drives on the fly in there.
Catweazle's right, there are a few registry tweaks that may or may not increase your performance, but most of these can be done other ways today. I usually only dig into the registry to change some of the annoying default behaviors of Windows.