So, you've decided to take the plunge, great.
First thing first is we need to get your environment set up. I chose virtualbox and vagrant as my playground and I'll start walking you through it here.
Go ahead and go here and download the relevant virtual box binary for your base OS. It should be straight forward install, the last pkg for my OSX install was basically Next-next-next-install. Entered my root password and there we go.
Attempt to start it virtualbox is if comes up asking to create a virtual machine, if so go ahead to the next section.
Next I strongly suggest downloading something called iTerm2 if you are on OSX. Click here and grab the lastest stable version.
NOTE: You don't have to use this, on OSX, you can use Terminal but iTerm2 is just better in general, trust me.
Wow, that was...easy right? Well continue on to the next section, it'll start heating up.
Move on to vagrant