Don't worry about a humidor for now, any airtight tupperware container will do.
Pick up something similar to one of these:
http://www.amazon.com/s/?ie=UTF8&key...l_13dz019839_e
Most cigar stores have them. If not, the internet is your friend.
Do you have a cigar store in your area? I suggest going and looking around as opposed to online ordering at first. However beware: there are a lot of bad cigars out there and you can't always tell what's good based on price. The guys here can recommend some choices, I wouldn't trust the store owner to recommend something good to try. They are likely to sell you a Macanudo or something similar which is a total waste of time in my opinion. My recommendation would be to buy a Padron.
The general wisdom is that new smokers will prefer mild cigars and experienced smokers favor full flavored cigars. not true! Just because you're inexperienced, it does not mean you can't handle a full cigar.
90% of the "taste" of a cigar actually comes through the nose. The best way to get all the flavor out of your cigar, without choking, is to draw the smoke into your mouth, (don't inhale!) Don't
blow the smoke out either, just open your mouth and kind of let it drift away slowly. I know it sounds complicated but your goal is to lightly sniff the smoke as it drifts away, like incense. and just like incense, you wouldn't want to sit there and try to inhale the smoke up your nose either. It will burn like hell. instead, just enjoy the fragrance of the smoke. After a few tries it will come naturally and you don't have to think about it.
well I think I covered how to pick one, how to store it, and how to smoke it. That's about as much detail as you need to get started. There's much more to learn however so read the sticky threads if you want more info.