Start with a good book - Raymond Buckland's 'Complete Book of Witchcraft'. Also known as 'Buckland's Big Blue Book'. Everything you need to know about beginning Wicca practice is in that book.
The first thing you do is start studying, and you do it a lot. Learn about what Wicca really is and how it fits into your life. Seriously, don't rush. This is going to be a lifelong pursuit. You're not supposed to find all the answers over a weekend.
If you're not sure where to start, here are some suggestions:
http://wicca.timerift.net/book_recommendations.shtml
And here are more book reviews:
http://wicca.timerift.net/books.shtml
Finally, some more tips on studying Wicca:
http://wicca.timerift.net/wicca101/become_wiccan.shtml
Nightwind and Devilwoman's answers are both decent starts....but wow, we Wiccans must be getting to be a big subgroup if we now attract both atheist trolls and Christian trolls.
If you are interested about learning more about Wicca and/or Witchcraft here are a few legitimate sources to glean knowledge from. First being Witchvox at http://www.witchvox.com/. Here you will gain knowledge through fellowship with other of like mind and knowledge through the countless articles posted. If this is not enough one could look into getting on line training through the Sacred Mists at http://www.sacredmists.com/, and Witch School at http://www.witchschool.com/, or OZ Wicca at http://www.ozwicca.com/, both are pretty decent for learning the Craft on the Web though like any site they have some issues. Also if you are close enough to an active group that specializes in education and development like the SCWF try and join them even if it?s on a limited capacity.
If DVD?s are to your liking try Witchcraft Rebirth of the Old Religion by Raymond Buckland (DVD), Discovering Witchcraft by Janet and Stewart Farrar (DVD), Ancient Mysteries Witches by A&E (DVD), Craftwise Volume 1: Candle Magick by Peter Paddon (DVD), Craftwise Volume 2: Cord Magick by Peter Paddon (DVD), Wish on a Spell, Vo. 1 by Deborah Gray (DVD), Practical Magick DVD, The Craft (DVD).
If books are what you?re interested in I also suggest that you get your hands on Wicca for Beginners by Thea Sabin and/or The Circle Within by Dianne Sylvan. Both of these books are very good reading and both will give you some deeper insight to the Craft and how it relates to you. Also you cannot go wrong with anything by Scott Cunningham.
If you are a teen, Elements of Witchcraft: Natural Magick for Teens by Ellen Dugan, and Teen Witch by Silver Ravenwolf is also good. But neither is completely accurate, but they will help you out. Also check out http://www.teenwitch.com/ for more information, it?s a pretty good site for base information.
Study as much as you need to before deciding that you are Wiccan. Find those near you who are reputable and knowledgeable. Also stay away from those who are playing Wicca if you are serious about the religion and the craft, they will only slow you down and/or mislead you. Also, read all the books you can the good ones as well as the bad ones. Ultimately, study, study and then study some more. Find all you can and definitely cross reference whenever possible, this way you can get the best out of all you learn.
Remember, you are the one that decides who?s a good or bad author not someone else because every author in my belief has something to offer, all you have to do is ignore the information that is not accurate and/or wrong. Oh and when the opportunity raises cross reference the information learned for accuracy.
I hope my blurp helps out.
Blessed Be
Nyjh
Links for more information:
http://www.cuew.org/whatiswicca.html
http://www.ozwicca.com/whatis.htm
http://paganwiccan.about.com/od/?once=true&
Wicca is a religion (not "the practice of magic" or "good Witchcraft"-- Wicca and Witchcraft are 2 different things and you don't need to be Wiccan to practice Witchcraft).
If it is the Wiccan religion you are interested in, it starts with your relationship to the Higher Power, which Wiccans generally see as God and Goddess. It starts with worship ping, praying, thinking and learning about them.
You should also read up and study; eventually you may feel compelled to celebrate the holidays, hold rites and rituals or build a shrine for prayer/meditation.
If it's magic you are looking for-- research Witchcraft. It takes a great deal of study and mental discipline to even begin practicing magic correctly. It starts with lots and lots of research.
Witchcraft is not an easy undertaking, it requires quite a commitment of time/effort. Acting out spells you found on the Internet doesn't make magic and doesn't make you a Witch. You have to understand what you are doing and your mind is what makes magic work, not the spell on paper.
There are some excellent books - Scott Cunningham's "Wicca: A guide for the solitary practitioner" is what I'd recommend, although some of the views in it upset purists. Anyways, it's really up to you. As Wicca is a very you-based religion, just do what you'd like. A lot of spells are available on line too, if you'd like to start with a spell that you can work with. Silver Ravenwolf's work is very instructional on beginner stuff, but most Pagans and Wiccans dislike her personal viewpoint and also the way she seems to discriminate against Christianity in particular.
How do you start Wicca?
