Start with sticky foods. Rice cereal, yogurt, applesauce, mashed potatoes, and mac and cheese will stay in the spoon better than, say, peas.
Try the utensil at the beginning of a meal. Your tot's most hungry at the start, so he may work harder to eat then. If this sounds like a recipe for a screamfest, your very hungry caterpillar may have more patience to conduct spoon experiments several bites in, after he's had a taste of satisfaction.
Anticipate frustration. Give your baby a helping hand, either scooping the food for him and letting him feed himself, or helping him guide it home by holding your hand over his.
Embrace the mess. Your inner neatnik may cringe with each splash and splat, but getting messy is all part of the process. (And how else would you get that adorable picture with the bowl of spaghetti on his head?) Stock up on wipes and a disposable mop -- and know that this phase too shall pass!