http://coffeegeek.com/guides/howtobuyanespressomachine
Theres a quick guide to buying a machine. Plus the forum is full of helpful friendly people.
http://www.wholelattelove.com/Rancil..._doserless.cfm
The Rancilio Silvia & Rocky combo is basically the go-to beginner espresso setup as its powerful enough to both teach you and there will be a long time before you grow out of it.
Then you need beans. Fresh beans. Good beans.