Get a radio. Listen. Don't transmit. My first was a Baofeng UV-82HP. It was $80. It's a dual band VHF/UHF radio. You can find UV-5 R versions for less.
Start studying for the Technician exam. It will let you transmit on that Baofeng. I use HamStudy.org. They make an app for the iPhone and Android. I also bought the books, but they're not necessary just to pass the exam. Take the test. You can find local clubs and testing locations on ARRL.org. Get involved with local hams. They're a great resource.
Second to Baofeng.
Surprisingly well made, like a tough, cop grade walkie-talkie; you could beat someone over the head with it and it would work. I bought mine before I even passed my tech license, just to play around with, mine is a UV-5 R. I swear, if Chinese military stuff is as rugged as this damn thing we’re in for a world of hurt, it’s SOLID and works perfectly.