Invest in a long-term, disciplined plan with a goal such as retiring in 20 years as a millionaire.
First, consider investing in no-load, diversified mutual funds as described elsewhere on this website. Then after you have built up adequate capital and experience you can branch off into individual stocks. Two good books to help you learn about the stock market are: The Battle for Investment Survival by Gerald M. Loeb and One Up On Wall Street by Peter Lynch. It is hard to go wrong following their advice.
Open a brokerage account with a local stock broker or at an online brokerage. I use Scottrade, TDAmeritrade, Fidelity, and TradeKing. Deposit some cash in your new account and wait for your opportunity. Begin following individual stocks in companies you can understand. Research them in an established source such as Value Line or Yahoo Finance. Ask yourself several questions about the stock such as: What is their price over earnings, earnings growth, prospects for the near and long term. How is their balance sheet? What do they sell and why will they continue to improve their sales? Are the company insiders buying their shares or selling? Do they pay a dividend, and what is their dividend history? If you don’t know what all this means, then you probably aren’t ready to invest in individual stocks.
After all this. Make your first purchase. Once you are sure you are going to hold this company for the long term you may think about buying some additional shares, or buying another stock in a different sector.