It doesn't really matter if you start the cycle midstream, think of it as more of a circular cycle than one with a distinct beginning and end. However, if you do start by going back a week or two, make sure you start on the same weekday as the WOD. In other words if its a Monday, start on a WOD that was on a Monday. This is because the Coach takes the number of rest days into account in the cycle.
Go easy the first cycle, it does take some time and effort to figure out how to scale, and you have also find ways to adapt the equipment needs for each workout etc. Once you do it a couple of time though it becomes smooth sailing, and it is worth the effort without a doubt.