One way to start is to find your local gaming store (often abbreviated LGS) and try to join a game. This has some advantages and some disadvantages. On the plus side, you might end up in a game without needing to invest any money or much time. On the down side, since you're gaming with strangers and don't know your preferences yet, you might end up playing with people you don't get along with or in a game that you don't enjoy.
You could try getting into a play by post game. RPG.net has a play by post forum. On the plus side, you get to read some threads and see which games look like they might be fun for you. On the down side, PBP lacks the face to face facet of table top role playing.
One way lots of folks start is to look around for a game that looks fun, grab a couple of their friends willing to try something new, and try to teach themselves. I would suggest finding a free game online rather than spending your hard earned cash, as you're not sure yet if it's your thing. I'd also suggest something that's pretty simple; that way you can concentrate on finding you role playing comfort zone rather than the rules. You can find an enormous selection of free RPGs here:
http://www.darkshire.net/~jhkim/rpg/freerpgs/PDQ and Risus are very light, but I'm not sure how much play advice they offer; both of these are generic systems which allow you to play in any sort of genre and setting you like. Barbarians of Lemuria seems simple enough, and I've heard folks saying they've had a good time with it; this game is a sword and sorcery game which takes a lot of inspiration from Conan. Four Colors is a dead simple super heroes game of the 4 color variety (good guys are good, bad guys are bad, and such).
There are lots and lots of other games and sources of games out there. If you have any idea what type of setting in which you'd like to play, perhaps I could be of further assistance.
