Depends on what your ultimate goals are.
If you want to read manga, watch anime or play games in Japanese, then the obvious first step would be to learn how to read kana:
http://en.wikipedia.org/wiki/Kana
If you're truly motivated you can learn all of the kana in one weekend--it's really not that hard. It's the kanji that takes a long time.
After you have some basic reading ability, learn some basic grammar:
http://www.guidetojapanese.org/learn/grammar
At the same time you should learn as much vocabulary as you can.
If you use Firefox, you should install rikaichan. This will help you navigate Japanese websites. All you have to do is hover your mouse over a Japanese word and it will tell you how to pronounce it as well as...