Hi welcome to the site.....
here's what I do: I print off the pattern from the computer, I use blue painters tape on the surface of the wood. I've used regular masking tape but it's much harder to get off the wood, sometimes it even pulls small pieces of the wood out. I'll use it when it's a large piece without much detail. for the projects with alot of fragile pieces I strickly use the blue painters tape. (like portraits or anything where a piece will be thinner than a quarter of an inch)
then I use 3m spray glue to adhere the pattern to the tape. I spray the glue on the back of the paper wait 5 seconds and then stick them together, then wait about a minute and your good to go. I made a little cardboard easil from a box to spray the patterns otherwise the spray glue gets on everything.
i've used clear tape over the whole project to hold the pattern on teh wood but I find that if you have intricate detail the paper will come up more and more as you cut the project. i went right back to using spray glue.
I've also glued the pattern straight to the wood, you just have to sand all the glue off, again not bad on large items but anything small you run the risk of breaking it with all the sanding.
when I started i went to the library and found some books about scroll sawing, I picked up alot of great ideas, they also had some scrollsaw magazines I could read there. That's a great way to learn more.
Hope that's helpful!
Mike