Depending on how comfortable/how much exposure you are/have with money, I highly recommend starting by reading any number of books that provide a basic look at investing/gaining wealth. I enjoyed
The Millionaire Next Door: The Surprising Secrets of America's Wealthy, but I have also heard that the Rich Dad/Poor Dad series is nice as well. After you read a few basic guides to wealth, I recommend picking up a reference that explains several of the basic investment vehicles (i.e. stocks, bonds, options, etc) that are available and decide what seems congruent with your needs. At this point, I would start heavily researching whatever investment vehicles you want and ultimately start investing.
Don't throw everything you have or even an amount of money that you would be devastated if you lost into your first investment. Instead, take a small amount (i.e. 1K-4K) and consider it a learning experience. Even if your first couple of investments don't have huge returns, the knowledge and experience that you are gaining is of immense value so you are still winning. Finally, remember that lots of people will have a _very_ convincing argument for why their advice is the next big thing and will make you so much money. They do not always have your best interest in mind so don't be afraid to ask for second opinions or to walk away for something if it just doesn't feel right. You are taking some of the first steps towards financial freedom, quite possibly one of the greatest feelings on earth.
Good Luck!