I've just done the first 2 OCP exams (Introduction to Oracle 9i and Oracle 9i DBA fundamentals).
I used the series of books by sybex (ISBN 0-7821-4062-9) and found them to be very good.
It guess it would be possible to use the oracle online documentation, but this is a very dry and dull learning experience. Plus, as with any exam, it helps to get a feel for what they are testing for and the style of questions you will be asked and a tailor-written exam guide is more help in this area.
There are also hundreds of test questions knocking around on the net. Most you have to pay for though.
As for the level of difficulty, if you are an experienced SQL user then you should be able to pass the 1st one with a minimal amount of study. I learnt from (pretty much) scratch in 1 month (1hr per day). This is an online exam.
The 2nd one needs to be done at a test centre. Given that I have no commercial DBA experience, I found the this one a bit harder. Still, using only the book and some test questions, I passed in < 2 months.
In short, if you're a beginner - buy the books. Good luck.