What kinds of ideas do you have floating around, and how interested are the players? I have found that in order to have a good exalted game you need a group of players that are really into cinematic fighting and epic stories, much different than in your typical d20/D&D game.
Do you also have the Abyssals sorcebook, and Creatures of the Wyld for some truly good monsters to throw at them? Both are awesome and the Abyssals would really help in making some good antagonists for the players.
Lunars is also good. I would recommend anybody read the setting chapter alone for just how barbarians and tribes live out in the harsh wilderness of any game world. It's a good read.
Possible suggestions:
Pick a region and type of exalted they can play. If people want to play two different kinds of exalted, then read up in the books how to come up with stories for combining them so they don't kill each other. If you pick a specific region (The North is one of my favorites) then it is really easy to create enough details for it to get them to stay interested.
Don't get so overwhelmed by the dice pools that can occur, that's just part of the fun of seeing a scatterbomb of dice explode when you hit with that really awesome combo of charms that destroys the creature so you save the day...you know what I mean.
Start small, with a specific focus, and gradually lead into the epic story you have in mind. It must be epic, or else its not exalted, and you'd be better playing d&d if you want something typical.
Make sure they understand their backgrounds, and a good thing to do would be to have them roleplay thorugh their initial exaltation and have anybody around them freak out and treat them horribly because they are suddenly Anathema and are bad to be around, things like that. They might have the powers of gods, but make sure you let them know that they have to be careful or else. I would even have the Wyld Hunt chase them initially to put the fear in them that this is not your typical world.
ummmm, anybody else have any suggestions?
Good luck, and let us know how it goes.