I'm pretty interested in learning to spin up some yarn and I really have no clue where to start...
You can always start by checking the following sites:
Personally, I'd suggest you get yourself a medium weight drop spindle (about 1.5-2 oz) and some *good* rovings (merino is a good start) to practice on. Alternatively, you can try find our local spinning guild and see what they would suggest. :-)
I agree. Find a drop spindle and some roving and there is a good video out there called Drop Spindle Spinning. My friend Morgaine carries supplies for everything at her mail order catalog/shop www.carolinahomespun.com.
Give yourself some patience and time to work with it thought. It took me three months or so to really learn to let the spindle do the work.