When I read your title, "how to begin with testing?", my first thought was "begin with simple things", and I'll try to to explain what I mean by that.
Nearly all applications have parts that are very easy to test; even if your application does mostly database work, it might contain a few utility functions that don't access the database; testing them should be an easy start, and not require too much initialization.
In your application this kind of testing is probably not very rewarding; so the next step is to set up a test database, and write a script or module that inserts some fixed dummy data sets. If your tests modify that data, make sure the test database is reset each time before the tests are run.
Then, when you find a bug somewhere in your application, you first extend your dummy data sets so that you can reproduce the bug with the dummy data, and then write tests for it.
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