I tried a couple of times: Usually with rennet I bought from a natural food store (getting both the pressed cheese from the curd, and the cottage cheese from the whey.) One time I accidentally did "yogurt cheese" - I was doing "strained" yogurt; I drained it too much, and it dried out, but I used the result as a form of cottage cheese.
Anyways, the process of precipitating milk and produce the curds is not that difficult. Heat up the milk up to 80C, put some rennet (or even some vinegar or lemon juice). Between 3 and 20 hours (depending on the recipe), when it's fully precipitated, cut the curd in pieces and stir until you break the curd. Let it rest again for a couple of hours, and then drain the whey with a cheese cloth (or some other suitable cloth). DON'T THROW THE WHEY AWAY!!!
Now, you can grab the strained curds and press them by hand into balls (similar to Nicaraguan "cuajada" curd cheese). I pretty much learned by watching since my grandma makes dozens of pounds every other day for selling. This is the simplest thing. You can mix the curds with salt (or other spices) if you wish you. After making the balls, let them drain and dry further for a couple of hours. Then wrap the balls in wax paper (or any paper suitable for cheese wrapping), and put them in the fridge.
This form of cheese is not meant for aging, but for immediate consumption. The more salt you put on it, the longer it can last. Surprisingly it doesn't take too much salt to get a ball of "cuajada" cheese to last a couple of weeks in the fridge (as long as it's cold and dry.)
For making pressed cheese, that's the hard part. You need to get a pressing device or make your own. Pressing can take days, not to mention the aging. It would be a nice experiment, but for the time being, I stick with the "cuajada" form.
Now, going back to the "excess" whey. You will boil it around 95C to get... ricotta cheese!!! This is the recipe I use for that (also from the same site where I got my first cheese making recipe from)
Ricotta Making Illustrated
I'd suggest you check the main page of that website. It's been updated since I first used it. I'd suggest you check the beginner's section, the yogurt section as well as section 4 ("basic cheese for one gallon"), which was the one I used the last time I did my
Cheese Making for Beginners
-- ps --
The "cuajada" cheese is very similar to the Neufchatel's cheese described in section 3 of the link above.