I agree with Lady of Mystery. The best place to start is with a good book such as Mark Wilsons, which will give you an overview of all aspects of magic.
Master the basics, choose 2 or 3 of the tricks to start with and just remember to practice, practice practice. When you think you've got a trick mastered, practice it a bit more. This was the best advice I have ever been given.
If you rush out to show an effect before you can do it with your eyes closed you'll come unstuck!
Keep practicing and you'll be baffling your friends before you know it!
