Becky,
I think you may have asked me something simliar on my blog awhile back. I've learned a few things since my first tries.
The link Ann sent is a good one. Follow it well. I bought a small kit at Bostick and Sullivan. I think it's easy to use. I also have found that the paper is everything. I would suggest trying a good platinum printing paper from the very beginning. I also found that foam brushes work ok, but my glass rod worked better. Double coat the paper and use a hair dryer on the "cold" setting to dry. Don't worry about contrast agents until you've seen how your negs respond to the paper you are using.
I have messed up a negative when the paper wasn't dry all the way, so if you plan on using real negs you may want to dump in a few sheets of unexposed to the developer/fix to get a clear inner neg for protection.
That's about all I can think of for first try tips.
Have fun.
Tammy