Reply #11: Find someone who knows how, and play with them.

[SteppingRazor]

I find learning an instrument to be a bit like learning a language -- sure, you can do it with classes or on your own even, but it's easiest when you just immerse yourself in the language. If I want to speak Spanish fluently, the best way is to move to freaking Spain. If I want to learn guitar, the best way is to jam with a guitarist.

Of course, you'll need to get some basic, rudimentary stuff down first. Know some tablature and your basic chords, for starters.