Conversations are time-consuming. Whenever you generate an NPC, they start out with all the generic scripts for heartbeat, userdefined, etc. I find they suffice to strike up a conversation in the first place.
To create the conversation you want to strike up, simply go to the Basic page and look at the bottom box labeled Conversation. If you're just creating this NPC, it should be empty. To create a conversation, simply edit the blank and it'll pop up an Untitled window for the conversation. From there, type in your conversation. You should be able to figure out how you want your conversation to go.
But, as the others said, I learned all I did from tinkering (scripting is a bit tricky though).