i suppose it's pretty much the same as learning subtractive synthesis, just a bit more complex and counter-intuitive. but you still learn by trying out shit, reverse engineering stuff, and learning from others about effective ways of creating certain types of sound.
in the subtractive (pre-wired) world there's usually only so much you can do, and you quickly gain the analytic skills to mentally deconstruct sounds, hearing the different modules at interplay.
not having bothered much with FM myself, i'm having trouble hearing what's going on beyond the most basic 2-OP sounds. that'd surely change though if i decided to spend some serious time with an FM synth.
you'll just have to get at it yourself and see if it's worth the effort. i've watched most of the links posted here i think, but in the end, they didn't really raise my level of enthusiasm for doing FM synthesis ^^