Comment by borski

The best place to start is by doing one. The easiest to get into, by far, is http://www.microcorruption.com

It is the best beginner CTF I have ever seen in my life, and I've been CTF'ing for 9 years.

Incidentally, if anyone here finds that they really like this stuff, my team (Samurai) is all about teaching those who want to learn. Email me at [email protected] :)