If you're looking to invest using stocks and shares, I recommend you set up an account at something like Google Finance - it is free and user-friendly with lots of online help. You can set up some 'virtual cash' and put it into a number of stocks which it'll track for you. Review your progress and close some positions and open others as often as you want, but remember to enter some figure for the cost of the transaction, say $19.95 for a trade, to discourage you from high-frequency trading.
Take it as seriously as you want - if you stick to your original cash input, you'll see real results. If you throw in more virtual cash than you could in real life, it'll muddle the outcome.
After some evaluation period, say 3 months, look back at your progress.
You will learn a tremendous amount from doing this and don't need to have read any books or spent any money to get started.
Knowing which stocks to pick and when to buy or sell is much more subtle - see other answers for suggestions.