Start off by buying a couple of reloading books and study them. The ABCs of Reloading is a good one to start off with.
http://www.amazon.com/ABCs-Reloading...0435851&sr=8-1
If you make it thru that book and still want to reload, then the fun begins. There are several good videos on youtube that I watched so I could see how the different presses functioned so I could choose the best one for my needs. I chose right off the bat to skip the single stage press because I wanted to buy the stuff I was going to use in the long term up front and not waste money on something to learn the process. I just used my progressive press as a single stage initially to learn how to adjust the dies and powder drop, then ran single cases thru while checking them, and finally moving up to using the press to it's full capablilities.
The top two progessive presses that are truly progressive and have 5 die stations are the Dillion 650 and the Hornady Lock-n-load. I ended up picking the Hornady Lock-n-load Progressive press and I'm very glad that I did. I've reloaded over 3k rounds with it so far. Things that I liked about the LNL over the 650 was that the case placement and bullet seating both took place on the left side of the press. My left hand handles the case and bullet, and my right hand never leaves the press handle. Also, the location of the bullet seating is in the front of the press and provides an unobstructed view of the amount of powder in the case so I can check each one visually.
The best advice is to use all of the available research material, books and the internet, to look at the different presses and get a basic understanding of the process. Then dive in with both feet if its something that you think that you can handle and enjoy.