Damn good question, that I can barely answer myself. I think that there is no easy start here. You delve in one way or the other and at the beginning you will have to dig through it, finding out for yourself what works and what doesn't. That goes especially if you want to go some less walked path. But even for those there should be enough of literature to help you.
If you are religious, it will be easier, because a lot of occult paths are in align with some religion, like if you are Abrahamic, you can study kabbalah, angelic or demonic magic, saints, etc. which will be already supported by your faith that you are convinced to be true.
With practice, start with concentration, meditation and some simple ritual like banishing ritual. I started with one from Liber null that I completed according to my own path and beliefs.
While doing those, it's reading and finding out what kind of magic you want to be doing.