I set one up for testing about a year ago (we wound up writing our own since we had simpler needs than what majordomo could do) and it wasn't that complex. I never worried about hooking it up to a database or anything, and once it's set up it's pretty easy to admin.
But, for a beginner, I'd recommend listserv or one of the other easier list servers out there. Also minordomo (I think that's the name) is a mojordomo workalike that is a stripped down version that's much easier to install, admin, and use.