There are a few Sticky posts around here that will give you the run-down as to what you need to look at in each area of study. In that you are essentially a virgin I'd suggest you start with the Mark Wilson Course in Magic and the Tarbell Course. Both will give you a very fair overviewl of the craft covering everything from basic manipulation and close-up magic to Mentalism, Escapes and Grand Illusion. From there you will be able to cultivate an idea as to which direction you feel fits your personality and character best and move slowly into that field. Bear in mind that what we want to do (what we like) isn't always the field we are best suited to work in. Few realize this and find themselves spinning their wheels for years (I know I did... I wasted 25 years of my life trying to frame a big illusion show and do the big commercial tours and got nowhere but broken, broke, and a bit nuts... seems like it only took a month of doing Bizarre & Psychic type stuff and people started knocking the doors down to book me...

)
So,
rule #1 is get a good idea of what the bigger picture is then move into the area you feel you can work best in. Take you time and don't get overly eager to dive into the "trick of the month" hype (which is presently GHOST VISION)
LEARN THE BASICS FIRST! When all the jerks at the magic clubs laugh at you for not knowing Healed & Sealed, that's perfectly fine... most of them haven't a clue what you're learning in those older tomes... learn as much as you can and start doing it, you'll blow their minds!
I have a student that lives in the Memphis area that learned a particular routine found in Corinda (one of the main "bibles" for mentalism) not one member of his local magic group believed him when he told them where he got it from "because they owned the book, had read everything in it, and it's not there..." Well, it was there and the routine is a classic piece of hard core mentalism when done right. Catch is, most MAGICIANS ignore it and pass right by it... the moral of the story being, take yuor time and learn the older stuff first... it can prove a powerful advantage to you down the road.
Step #2 is to start creating your character and reputation. If Mentalism appeals to you then quiz yourself as to why, find the older resources and see what the old dogs had to say about this craft and take what you read in most of the books composed in the past ten years with a very large grain of salt in that most were not composed by actual mentalist but magicians trying to cash in on the present trend. Beleive me when I tell you that there really is no honor amongst thieves and magicians are theives... we've always been fast talkers and swindlers so be prepared; when a dollar is to be had everyone jumps in and shifts the paradigm, claiming longevity... but that's another issue and personal pet peeve so take it as you will.
As you contemplate Step #2 you need to also wiegh the things you want in life and what you are willing to sacrifice; show biz demands a price if you are going to move into it as a vocation, it is typically a very high price but that can vary based on your own "business plan" and how you plot things out. Unfortunately this is a type of work that does require lots of road and air hours (travel) and many, many, many 18+ hour days both, when you travel and when you get home... Being a workaholic is a big plus
So now that I've overwhelmed you go to each section and check out the stickies... I belive there's one or two for the kids stuff and close up and I know there's two or three in the Mentalism section in that I wrote them. You might also do a search and find on line eZines such as VISIONS on-line or Magic Times, etc.