If you're into card magic, then I'd suggest starting with the Royal Road to Card Magic, and there is also a 5 DVD set by R. Paul Wilson going through the book on the DVD, showing you the sleights and most of the tricks found in the book, I myself find this very helpful, and I am currently on the 3rd DVD in the Set, and on the Palming chapter in the book. If you're into coin magic, then Bobo's Modern Coin Magic book is the bible on all coin magic, also David Roth's Expert Coin Magic Made Easy DVD, and also Metal by Eric Jones are great to actually see how the sleights are done, and teach you some routines to work with. Also, if you're into sponge ball magic, then SPONGE by Jay Noblezada DVD has almost everything you could ever need to know about sponge ball magic, and he teaches you his personal routine.
I am also a beginner like yourself and I am currently working on the Royal Road Book and DVDs and also going through Bobo's coin magic book, and practicing the sleights when I'm out everywhere and anywhere. If you want to get into coin magic, then I'd suggest also picking up another form of magic, or find some tricks to do while learning, because with coin magic, you won't be doing tricks overnight like you can do by picking up card magic. There are many difficult sleights to do with card magic as well, but there are a lot of self-working and easy to do tricks that you can pick up in an hours practice, and be performing some tricks for your friends and family that same day. Coin magic on the other hand, you have to worry about angles, and perfection of your sleights, because it is very easy to get caught holding out a coin, or even flashing the coin.
Also, if you do get into coin magic, I recommend picking up Chris Kenner's 3Fry routine in the "Magic Tricks" section of this site, I mean for only $4.95 it is a real bargain, and has a routine you should be able to pick up in a good couple of weeks practice. I know magic can be overwhelming sometimes, but it is well worth it, heck! most of my time goes into figuring out what books to study/what DVDs to watch, etc. I have finally got somewhat of a goal now that I am working towards.
Also, the best bit of advice I have seen so far is to work on learning a routine of about 3-4 tricks, whether it be card, or coin magic, and perform it and practice it until you have it perfect, then move on and learn another routine of 3-4 tricks, and master it, and come up with patter, and so on. Good luck!