Welcome to the dark side!
I've crocheted longer than I've knit, and that's fortymumble years...
Get yourself some smooth light-colored inexpensive worsted yarn in a shade you like and find a couple of hooks that look like they'd fit. I know some people start out with tiny hooks and thread, but I wouldn't! You'll be frogging a bunch at first, so I wouldn't use wool unless you have a lot lying around.
You can usually find a set of plastic Susan Bates hooks for maybe three bucks, so that's a good buy, and a Boye hook won't be more than a couple of dollars. They have different head styles and you'll like one better than the other. Try about an H for worsted weight and see if it's too big or small for you. When you figure out which you like best, you can buy fancier hooks, but you'll always be able to use the plain ones. (I have a terrible time with Boye-style hooks, so they usually hang around my knitting to pick up dropped stitches and such.)
A lot of people start with granny squares because they're quick and you can make a lot of things out of them. There are some plain slipper patterns that work well for beginners, stuffed Christmas ornaments are quick, easy and fun, and there are lots and lots of scarf patterns if that's your thing. Do yourself a favor and look up one of the many "how to read a pattern" pages. Crochet also comes with charts, which are great when you work lace. There are lots of videos over at Crochetville.org if you have trouble.