There's numerous beginner threads out there and for easy reference....
http://winemaking.jackkeller.net/index.asp
For a first wine I would suggest just a Welches "kit" Search the forum here and they are pretty easy and inexpensive to manage. Low risk investment into wine. The biggest thing is the time and energy to do it. Then sit back and wait.
You'll likely try another wine before you will have the chance to really try the first one. I find it's ALOT easier than beer...in terms of ingredients and method, but more time investment to stir during primary (if using fruit), and constantly checking, then cleaning the must. Beer has a more intense "brew day" but it's more set+forget until it's time to bottle (or keg).