General Discussion

First: Are you married to the idea of specifically playing official D&D, or more just curious about the general idea of tabletop role playing games? I ask because there are several rule sets, none changes the overall concept.

Second: Don't think of it as a game in the traditional sense. They're a set of rules for group story telling. Your group is making a story together. Maybe that story has an end, maybe it doesn't. But nobody really "wins", because it isn't actually a "game".

Third: D&D is one of the larger more complicated rule sets. It's a lot to learn. I'd actually recommend starting with a different "Game". Specifically ShadowDark. It's effectively a very stripped down version of D&D. Much simpler and shorter rules set. The free QuickStart pdf explains everything you need as a player. If you're going to be starting your own group though, you'll really want to get a copy of the full rules [$30 PDF] [$60 Hardcover]. While the $60 hardcover may seem like a lot, the D&D equivalent is actually 3 books with larger pages and smaller text, that costs a total of $180. So yah, if you're starting on your own, I recomend starting with ShadowDark instead of D&D.

But IF you have someone willing to hold your hand through the first games, absolutely let them teach you D&D.