Welcome jayhurl.
Plenty of guidance already available on this link:
http://www.talkmagic.co.uk/ftopic11561.php
It very much depends what you fancy turning your hand to. I assume you have seen a performance that has inspired you to learn? Was it playing cards, coins, stage illusions? It makes a difference where you should start. The link above references some excellent and affordable sources.
My advice is pick one area. Get hold of the relevant book, eg Royal Road to Card Magic for card magic, and put plenty of time in studying it hard. You will find it extremely rewarding.
Try to avoid the trap of buying lots of single trick DVDs off the internet. At this stage it can prove to be very expensive. We've all done it.
Most of all....enjoy it.[/url]