Before you start
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typo3.org
typo3.org is a great resource for anything concerning TYPO3. You find manuals, videos, FAQs, HOW-TOs, Mailing lists, articles, contributions etc. that help you with many problems that could cross your way.
The only thing that is required of you is that you read and try to find the solution to your problem first in all possible directions before you ask in the mailing list.
Google a question is also a popular way to find out more about TYPO3. There are many websites that are dedicated to TYPO3 and have really good forums that are kept up-to-date.
You probably have a look at the English mailing list. That way you can research any upcoming installation problems and, if not covered, ask for help.
Packages
You find the different packages on [1].
Read the texts on that page carefully so that you can choose the right package (for beginners the introduction package might be the best choice).
Installers
Besides the packages which you find on the page linked above, some Ready-To-Go-Installer packages are available, too. They install a complete Apache/MySQL/PHP environment with a TYPO3 package. Please note that they don't necessarily contain the latest versions of the used programs and you will have to update them if you want your installation to be secure. The main purpose of those installers is to get you starting as quick as possible.