Getting started in any Wiccan studies can be tough, and how you proceed with any training will depend on whether or not you have a coven nearby you can be involved with. Learning directly from a more experienced teacher in a coven setting is the traditional way to get into Wiccan studies, and some would still say that is the only true way to learn about Wicca.
I'm not going to get into that debate here, and if you do have access to a local coven, then you really don't need me to help you with your studies, do you? So for any of you wanting to learn more about Wicca without the benefit of a coven teacher, here is a guide.
Your first step would be to read through some of the articles on Wicca we already have here on the site. They're not too in-depth but will give you a great overview of the religion:
Once you've gone through these pages, you will want to get a few actual books. The long-standing place to start is with Scott Cunningham's book "Wicca: A Guide for the Solitary Practitioner". Actually, there are several books that can give you a good look at the religion of Wicca, and my beginner Wicca books page has them all laid out.
Once you get started, I highly suggest starting a Book of Shadows. Whether you go with a lovely vintage leather-bound book or a modern binder, it's the best way to take notes and create your own personal reference book.
The classic approach to Wiccan studies lasts for a year and a day, which may seem like a very long time but should give you an idea about just how much there is for you to learn. Don't worry if you decide not to go that route, it's not essential.
There is more to Wicca than just casting a few spells, so be prepared to do some real learning.