Learning how to juggle clubs is a lot like learning to juggle a Three Ball Cascade. Start with one club and toss it back and forth. You should hold the club in the middle of the handle, not at the very end of the club (the knob). Imagine a line extending from the center of your chest straight out in front of you. When holding the club it should be held out at an angle of approximately 45° from this center line. When you throw it, swing it in front of your body to an angle about 45° out to the opposite side and then throw it. Practice making your throws somewhat low and quick. Beginning club jugglers tend to have high throws that just barely make it around. To me it looks better if the club snaps around and lands with a smack in your hand.
When you've got one club down with consistent flips, it's time to try two. The timing is the same as with balls. You'll only be able to make two throws and then start over. Each time you make a pair of throws, start with a different hand. Do right-left, then left-right, etc. When I was learning this, I remember my left hand feeling like it was really uncoordinated. Eventually that gets better.
Sometimes people don't know how to hold the third club, so I included a clip of how I hold it. I don't think it matters much, but this is what works for me.
When you're ready to juggle three, it should look something like this.