So, you've decided to take the plunge, great.
First we need to get your environment set up. I chose VirtualBox and Vagrant as my playground and I'll start walking you through it here.
Go ahead and go here and download the relevant VirtualBox binary for your base OS (or use your native package manager). It should be a straight forward install. The last package I installed on OSX was basically Next-next-next-install. Entered my root password and there we go.
Once you can start VirtualBox and it comes up asking to create a virtual machine, you are ready to move on.
Next I strongly suggest downloading something called iTerm2 if you are on OSX. Click here and grab the latest stable version.
NOTE: You don't have to use this, on OSX, you can use Terminal but iTerm2 is just better in general, trust me.
Wow, that was...easy right? Well, continue on to the next section and it'll start heating up.
Move on to Vagrant