To build on the quick and dirty advice:
Always trade as a "limit" trade, not "market". This lets you set your own price and you do not get any surprises. Limit orders let you set a price and it will only execute when the stock price meets or exceeds that level. I found this out the hard way when I wanted to buy something at 30$ a share and ended up paying 33$ cause of a quick jump in the price... which immediately dropped down to 28$... it happens... and it took me 2 months before the price was comfortably over that value so I was in the black.
Also, either put in money that you do NOT care about losing all of it, or set your own limits for how much you are willing to lose on a purchase. Most will set it to 90%, so if the stock price drops below that buy in amount they have limited their loss to -10%. Depending on what you are planning to do, this is the "safer" play. I decided to stay in on a FB purchase and am still trying to get that back into the black. But it is money I can afford to lose, and I am certain I will make it up in the long run.
Finally, if it is your first time, start small. Throw some money into things you know, use, or pay attention to already. This will keep you a bit more interrested in what is happening with the company, and help you to keep up and understand what is happening. However, doing this, does not mean that you get emotional over a stock. No matter how much you love Intel or AMD (I actually own stock in both
) keep an eye on their business side of things. If management starts to suck, or if they make some bad decisions, cut out while you can. You can love a product, and hate the stock. The stock price is not always indicative of what the company is doing... the market itself can get emotional, and you need to learn the difference between the two. Don't believe me, go take a look at what happened with Netflix... or well, AMD... For a more recent look (and opposite side) look at Tesla Motors... the market is totally emotional on that move in the positive direction (I am a huge fan of the company but the price does not reflect it's current real value).