Standard advice for anyone new to the scene - read and read a lot. Also, ask questions as there are a lot of very experienced people on here who will be more than willing to answer them.

Once you think you know a lot from reading, the next step is to meet people. See if you have a local munch or BDSM group you can visit. Maybe see if you can attend some events. This bit is a massive step from the former so not to be taken lightly and also not to be done without consideration to your safety (in fact, at least one of the things you should read and ask about is safety both in play and also in meeting people you talk to on the internet - there are a few threads on that in here).

If you want to experience some BDSM without the risk of potentially meeting a serial killer then I suggest you look into the tasking threads on this forum and ask to join. You can also advertsie for an online only BDSM relationship to get your feet wet. The personal threads will help you there.