In COBOL terms (very loosely) Rexx only consists of the PROCEDURE DIVISION. MOVE is replaced by = (MOVE A TO B becomes A = B). PERFORM para or section is replaced by CALL subroutine. PERFORM a loop is replaced by DO/DO WHILE/DO UNTIL. END-xxx is replaced by END. You SAY something to the screen and you PULL something from the keyboard.
Vast generalisations but should ease the transition. The language reference is good. Skim through the contents and pay particular attention to the keywords/Functions that I mentioned. External Functions lare in the Rexx Reference manual (SA22-7790-09) under "TSO/E Rexx Commands". Further references can be found in the Rexx Users Guide (SA22-7791-01) which starts off with a section "Learning the REXX Language"