CTAN has a nice write-up on what TEX, LATEX and friends are.
Downloading a LaTeX Distribution
- Windows: MiKTeX or TeXLive
- Un*x and GNU/Linux: TeXLive (you might prefer to use your distro’s package manager instead)
- OS X: MacTeX (based on TeXLive) or BasicTeX if your connection speed is slow
Tutorials and Guides for Beginners
- The Not So Short Guide to LaTeX2ε. The famous lshort.
- Introductory Workshop to LaTeX. Disclaimer: I (LianTze) wrote and delivered this.
- Getting to Grips with LaTeX. A personal favorite short beginner’s tutorial.
- The LaTeX WikiBook. A nice quick online reference.
- LaTeX and Friends. This is truly a very comprehensive up-to-date eBook for reference purposes. I understand that the author is still updating it from time to time.
- LaTeX Beginner’s Guide. Contains complete, step-by-step instructions throughout the book.