The first thing you need to do to get started with R is to install it on your computer. R works on pretty much every platform available, including the widely available Windows, Mac OS X, and Linux systems. If you want to watch a step-by-step tutorial on how to install R for Mac or Windows, you can watch these videos:
There is also an integrated development environment available for R that is built by RStudio. I really like this IDE—it has a nice editor with syntax highlighting, there is an R object viewer, and there are a number of other nice features that are integrated. You can see how to install RStudio here
The RStudio IDE is available from RStudio’s web site.
After you install R you will need to launch it and start writing R code. Before we get to exactly how to write R code, it’s useful to get a sense of how the system is organized. In these two videos I talk about where to write code and how set your working directory, which let’s R know where to find all of your files.