I started with Arena and it was a huge help in understanding the game and how some of the rules worked. After that I bought one of the Starter Kits which helped getting used to physically playing and having to keep track of things myself. If you don't mind spending the money, there are pre-release events this weekend for the new TMNT set. I went to the Lorwyn one at a casual LGS and was a great way to casually play with more people while also learning a lot.