Hi Lewis
Welcome along! I guess it depends how best you learn, some learn best from books, others from DVD's and demos, others from one to one tuition.
I'd say join a club and watch some demos, get a couple of books (Kieth Rowley's is the place to start) and a couple of DVD's, Gary Rance's is probably best for spindle work and Jimmy Clewes for everything else IMO.
Lessons are the dearest option, so have a play around, find what sort of stuff you enjoy and what you struggle to do then book a lesson with someone who can help.
Woodturning mag might also be worth a read too!
Cheers
Richard