Kramer09, Welcome to the wonderful world of Brewing! First let me say keep this website book marked. This is a great resource to learn about all kinds of things with brewing.
I'll let you know what I did along the way and what I learned, you can take from it what you want.
I purchased "Homebrewing for Dummies" book before I read anything. This is very basic and speaks simple English to an inexperienced brewer. I have not yet bought "How to Brew" by Palmer, although I hear it's a great great book. After I started brewing, I also bought "Designing Great Beers" This book offers you the ability to understand the brewing process more and transfer into self created recipes and all grain brewing.
I purchased a starter kit from NorthernBrewer.com (I have a local one so I just went there, $7 shipping on any order though- it's worth it). I bought a 5 gallon kettle, 6 and 5 gallon Better Bottle plastic carboy, Bottling bucket, cooling coil, all the siphones, blow offs, air locks I needed as well as my hydrometer. Some StarSan sanitizing solution and some cleaning solution I can't think of the name, but it's very powerful and basically digests the grits left on my carboy. I agree that if you have a local brew store you should go there and they can show you how to use everything.
Note: In hindsight, I should have bought glass carboys. I did make a switch recently.
Best place to start is find a kit that you like. Austin Home Brew has some good kits, as does Northern Brewer. Brew an extract kit and slowly make your way up to partial mash or all grain. Some people stay at extract, which is fine.
If you can't brew with someone who is already brewing, then your best bet is to grab a kit and follow the directions exactly. As you get used to it you'll want to try other things such as all grain and designing your own recipes. BeerSmith is an excellent computer program that helps with this.
If possible, I would recommend to start with a smaller batch. A full 5 gallon batch will give you 48 beers. This is great if you drink a lot, but when I first started I brewed 4 batches before I even got through 1. The excitement to me was trying new things and brewing more beer. Most kits will only be for 5 gallons though, so you may be SOL.
Good luck with brewing!