First time using Wordpress?

Do you have a hosting account that has Cpanel? I would start with that (I use Hostgator.com).

Do you have a domain? I use namecheap.com to register domains.

Then:

How to Install WordPress in cPanel Hosting:

http://www.youtube.com/watch?v=Y67wadHKeo4

How to Install a Wordpress Plugin:

http://www.youtube.com/watch?v=sPe7gUV30Cw

Hope this helps!