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Read, read, read. As much as you can, read about the markets and how they work. GB listed some excellent books below. Buy or borrow, just read them.
You don’t need to understand everything at this point. Just read.
Take an interest in a few companies and just follow the news about them. See how the stock price does over time and see if you can find some correlation between how well the business is functioning and the stock price.
Find people you can discuss the markets with. You don’t have to be right or wrong, you just need to have theories and hypotheses and understand over time what you thought worked out and what did not.
All of the above may not make you an expert in the markets, but it will break down your mental barriers and “get used to” the markets. Beginners hesitate and keep putting things off because they feel uncomfortable. Your first priority is to become comfortable with the stock market.
After a few months, you will have to take the next step and actually invest some real money in one of the stocks. At this time you should have a very good idea of which stock you want to start with.
Keep the investment small. You will probably lose money. You will probably panic at some point because real money is involved, sell at a loss and then watch the stock you just sold start taking off and become very profitable.
This is par for the course. It happens to everyone. Get used to this as early in your investment career as possible.
You will make mistakes. Goal is to make as many mistakes you can early on when there is less money involved and you are still young.
While you are doing all this, go back to the books you read earlier and read them again. You will have new insights and better understanding of how things work, because you now have some experience.
Repeat the cycle for the rest of your life, with more money and more books. Keep finding people you can talk to about the markets (you will find that as you grow in experience, you will find different people).
A few years from now you will look back and marvel at how far you have come.