I only use circulars now for everything, but learned on straights. Either one is fine to start. So get some needles, a smooth, light colored worsted weight yarn and cast on. Don't worry about it being uneven or loopy because even tension develops with practice.
Look at this page for info, too.
http://www.knittinghelp.com/videos/learn-to-knit
Once you have knit a whole lot and are comfortable you can try a simple pattern. You can also get a sample set of circulars from Knitpicks to try circs in different materials. Then if you want buy the whole set.
