I've only been knitting for about two months, so this newbieness you're experiencing is the same that I am. I had a friend teach me to purl, knit and cast on in one night (at a going away party). The rest I've learned through people here, their videos and books. Here's what I did:
1. Buy a pretty colored yarn, preferably worsted (it'll say that on the label).
2. Get a set of needles. I used size 10 for my first project (a scarf) and it really helped me see what I was doing. You could get straight or circular needles (needles that are attached to a clear wire). You can get any kind too, and I found out I like bamboo the best -- the yarn moves easier for me.
3. Check out the videos here on types of knitting styles and try all that you can. I started as an English knitter, went to Combination, then went to my own version of Continental until I finally settled on Continental (the way you're supposed to do it).
4. In regards to tension, don't worry about how you hold the yarn until later. Your stitches may not be perfect, but how you hold the yarn will come to you later. I went from not holding it, to loosely hooking my fingers around it, to finally wrapping the yarn around my pinky, the working yarn over my index finger.
5. Be prepared to rip out your work (or frog, as it's called) and don't be discouraged when you do. Everyone does it all the time and lord knows how many times I do it. >.<
For books, I love Debbie Stoller's Stitch 'n Bitch. She writes as if she's sitting right next to you, showing you how to knit and there's lots of detailed pictures. It's a very in-depth book, with patterns, without making you want to poke your eye out. She also includes websites for knitting and how to get involved in groups.
Good luck to you! Hope you enjoy knitting!