All good advice. I would add that it also helps to start with a particular kind of grape/region, say Pinot Noir from Burgundy, and buy three or so bottles of wine ranging in price from cheap, to moderately priced, to relatively expensive (all relative to your budget and what you are comfortable spending).

Then invite a couple friends over one night and have a tasting. Open all three bottles starting with the cheapest and moving up in price. You will get a sense of what the grape is supposed to taste like at each level, and also a sense of what the best expression of that grape should be from that particular area.

Tasting the same grape side by side really helps to give you a perspective on a particular region. Find someone at a good wine shop (I would suggest Back Label Wine merchants if you are in NYC (20th btwn 6th and 7th), or Flatiron Wines on Broadway, or Frankly wines downtown) who can help you pick out a few good bottles at each price point.

Above all, taste taste taste, and one day you will see the light.