I feed my worms unprocessed food scraps--whole banana peels, etc. I make one exception--broccoli stems. They're tough & need to be chopped up.

Starting a worm bin (for Sissy).

This site is "full and explicit," which you wanted:
http://www.redwormcomposting.com/

These are my 1-6 instructions.
1. Buy 2 Tupperware-style containers and drill 1/8 inch holes all over the bottoms of each of them. Set each container on its lid.
2. Take a lot of newspapers--a big handful--and tear them into long shreds. Fill up each container with the shreds and add enough water to make it wet but not dripping wet. Fill it about half way up. Throw in a handful of soil from your yard, or use store-bought potting soil.
3. Buy 1 lb of worms through the mail. I used this company (about $24): http://triplegwormfarm.com/. You MUST use red worms, not earthworms from your garden.
4. Save up kitchen scraps so you have about a pound ready for when the worms arrive. Use banana and mango peels, apple cores, lettuce & other greens, coffee grounds, tea bags. Use nothing that came from an animal. Avoid oils and onions. I avoid citrus rind b/c it takes so long to break down. You'll need about 1/2 lb a day, more or less, to keep a pound of worms happy.
5. When the worms arrive in the mail make sure the newspaper in the bins is nice and moist. Add the worms gently in the middle of each bin. Add some of the kitchen scraps, cover with more of the wet shredded newspaper, stack the bins gently, put one lid on top and one lid on the bottom (to catch any liquid that may run out), and set the entire business in a low-light, out-of-the-way place. Leave them alone for a day or two. Then peek in and you should see them mingling in amongst the scraps. If they look too dry, sprinkle in some water. Cover and let them be.
6.In the beginning, the worms may take a while to get adjusted to their new home and to get through the first feeding.

Other thoughts:
If you want to avoid buying anything new here's an idea for a recycling bin:
"I have used a discarded 5 gallon bucket (available from restaurants, bakeries, other food establishments). You could also use 5 gallon buckets that had dry wall, etc., but the ones that had food items in them previously don't need to be decontaminated." (From GardenWeb.com.)

And the worms would be so happy if you let those kitchen scraps decay a bit while they are being shipped to you. Then when you give them their first meal, it will be in the perfect state for worms. They LOVE decayed anything.

[Top two photos are my guys today. Photo of bin is from redwormcomposting.com.]

Winter harvest. Long overdue. Beautiful castings but I fear my boys were a little hungry and thirsty.