First lets take a minute to talk about yarn. I won't get very detailed but I want to cover enough to get you started. It can be made from many different materials such as wool and acrylic. Most of the yarn you'll see in the store is acrylic. There are also many textures, from smooth to hairy. But, one of the most important characteristics I feel I should talk about is weight, or how thick the yarn is. This link is a list of the standardized weights and the names/numbers for them.
http://www.craftyarncouncil.com/weight.html
Now on to hooks. In the U.S. hook sizes are usually labeled by letters but sometimes they are specified by measurement in mm. The further down the alphabet, the thicker the hook. Like yarn, the hook size should be specified in a pattern. Here is a chart of hook sizes.
http://en.wikipedia.org/wiki/List_of_United_States_standard_crochet_hook_and_knitting_needle_sizes
That brings us to gauge. Different people may crochet a different size with the same hook, depending on how tight they work. That is why gauge is important. It measures how many stitches per inch (or usually 4in) there should be to obtain a certain final size. If you are making something where size is important(such as clothing) make sure you check your gauge by making a small square to measure. If your work is too small or too big simply use a different hook of a smaller or bigger size.
To get started I recommend using a solid color(not too bright, not too dark) worsted weight yarn and a medium sized hook(like H or I).
Hurray you've now made it to the fun part. Here are some good videos for learning the basic stitches. With crochet or knitting you want to get to where the basic movement is second nature so just keep practicing making squares and rectangles. The biggest thing is to not give up! It is worth getting through the rough learning patch.
Note: These videos have links with them to left-handed versions and other videos that might be helpful.