Depending on your needs, Bitnami [0] and TurnKey Linux [1] offer preconfigured batteries-included VMs (among other options) that might lower the barrier to entry. (I'm not affiliated with either, but have enjoyed using Bitnami's stacks.)
In particular, I have found Bitnami's Jenkins stack to be helpful for quickly spinning up a prototype and focusing on Jenkins rather than than installing+configuring databases and other stuff. I think it took me about an hour to be up and running with Bitnami's Jenkins VM, including download and provisioning time. It then took me quite a bit longer to coax Jenkins into building my stuff correctly.
Installing and configuring databases and other subsystems may eventually be necessary depending on scale. For my prototyping and learning needs, I've greatly benefited by working with self-contained VMs like Bitnami's. It's an option to consider, at least.
In particular, I have found Bitnami's Jenkins stack to be helpful for quickly spinning up a prototype and focusing on Jenkins rather than than installing+configuring databases and other stuff. I think it took me about an hour to be up and running with Bitnami's Jenkins VM, including download and provisioning time. It then took me quite a bit longer to coax Jenkins into building my stuff correctly.
Installing and configuring databases and other subsystems may eventually be necessary depending on scale. For my prototyping and learning needs, I've greatly benefited by working with self-contained VMs like Bitnami's. It's an option to consider, at least.
[0] http://bitnami.com/stack/jenkins
[1] http://www.turnkeylinux.org/jenkins