I've always considered Bluegrass Music to be very complicated to play, but I was wrong. Learning how to play Bluegrass music can be fun and also inspirational.
Bluegrass has it's roots in Europe, and it was brought to the US by immigrants, particularly the Scottish. It sounds similar to Country Music, but it's just much more fun to listen and play. Originated in rural areas and developed during the mid-1940s, Bluegrass has influences of jazz and Blues, and it must be played with acoustic instruments like Mandolin, Banjo, and Acoustic Guitar. While playing in a band, each instrument can take a turn playing the melody and improvising around it, while others play accompaniment, and that's the inspirational part, musicians can explore new chords and really show their skills, unlike other old-time music in which all instruments play the melody together.
Among the most popular Bluegrass players are Laster Flatt, Earl Scruggs and Bill Monroe, which are the pioneers in playing Bluegrass, they created and developed styles that are used until this day, like the "Scruggs Style", which was created by Earl Scruggs, who played the Banjo with a three-finger roll. Bill Monroe is also referred to as the "Founding Father" of Bluegrass Music, in the mid-1940s Monroe, Lester Flatt, Chubby Wise and Howard Watts formed the Blue Grass Boys, sometimes called "the original Bluegrass band". They were the only band playing this music at the time and are inspiration to many musicians today.
There are three sub-genres of Bluegrass: Traditional Bluegrass, Progressive Bluegrass and Bluegrass Gospel. I personally prefer Traditional Bluegrass, it uses simple, traditional chord progressions, and generally follows the pattern set by the Blue Grass Boys.
Bluegrass players are also know for using the instruments in slightly different ways, Clawhammer is a fingerpicking technique used by Banjo and sometimes guitar players, it consists of an up-picking motion by the fingers and a down-picking motion by the thumb, this is the technique used in the "Sruggs Style". It is called clawhammer because the hand assumes a claw-like shape, while the strumming finger is kept fairly stiff. Modern musicians have also used the clawhammer style like Eric Clapton, Neil Young and others.
Some Bluegrass players also use lap instruments like the Dulcimers and Lap Guitars. The Appalachian dulcimer may have as many as 12 strings and their body is shaped like a teardrop. It's easy to learn to play and capable of complexity.
If you are interested in learning Bluegrass, there are many books available that offer step-by-step methods, as well as music examples and easy exercises for all instruments. Hal Leonard is one of the largest music print publisher, they offer books and DVD's for virtually every instrument.