Any old ledge will do, even a curb or parking block, as long as the ledge is higher than the board. I also like to do this one in a ditch, doing a little ollie to tail on a parking block. I would say that this trick is what you need to learn before attempting the frontside ollie to tail slide. Obviously, you need to be able to ollie before you learn this trick. Since any ledge will do, I suggest you start on a small one.
Curbs work pretty well.
I start the trick by skating toward the ledge in a slight frontside turn. I've found that if I put the ball of my foot a little closer to the rear truck, I tend to land more solidly on the tail when I come down on the ledge. This just helps you set up for the solid landing. I start the ollie, popping the tail and jumping a little more than a foot from the wall. The distance at which you start depends on how fast you are going.