Ok so first off you're going to NEED 4 people or MORE. The more the MUCH more merrier.
Let's start off with books and equipment you need.
I'll start with the REQUIRED:
A DnD book with the version you desire, THE MOST IMPORTANT PART (There are MANY versions of DnD, make sure you know which one you're picking).
Some DnD Character sheets (With the version you are playing, it isn't super-compatible) You can also just copy and print or write one on the back of something.
Like your over-due taxes that you never want to pay.
Dice including:
D20
D16
D12
D10
D8
D6
D4
D2 (Coin)
RP skills of some sort (This will make it SOOOO much more fun!)
LOTS, AND LOTS, AND LOTS, OF FUCKING TIME.
A VERY, VERY, VERY, familiar with the version, Game-master (The guy who does the narrating, and tells what happens)
Optional:
Character figures
A board that has inter-changeable parts (Somewhat required, especially when dealing with range, accuracy, and other variables.) Like a hexagon set that you can build terrain and things with.
Some other things that are required with your version.
Settup:
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This is probably the MOST important thing in the game, because if you have a shitty character, well, you're gonna do jack-shit to help your team.
Usually you want to pick SEVERAL strengths, and pick SEVERAL weakness, depending on difficulty and RP, this can change.
For ME PERSONALLY, I would choose a standard S&W loadout like this:
Strength: Speed, Agility, Stealth, Perception
Weakness: Can't tolerate cruelty (Extreme desire to help those being tortured, very hard to stop from helping those suffering, stuff like that), Low HP, Cautious (Can be VOID when cruelty is at play)
Races & Classes:
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You want to pick your race on what you want to do/be. There are many races and "Classes". Classes are basically the "General Role" of what you are in that race.
Example Races (May vary depending on version):
Elf (Fast, Stealth, traps, dexterity, skill, high magic resistance, low HP, low armor)
Man (Learns skills faster, various armor, medium HP, medium resistance to magic, medium walk, your typical class for new DnD) (Recommended for first time)
Dwarf (Heavy armor, attack DMG, HP buff, weak to magic, slow)
Orc (Heavy HP and attack DMG, fast, weak armor, weak to magic and range, low charisma)
Wizard (Magic, spells, magical armor, traps,)
Etc.
Example Classes (May vary depending on version):
Merchant/Salesman (Charisma, money, and whatever boost you like, but that's usually up to GM to decide)
Spearman (Spear, High DMG, agility, speed)
Swordsman (Sword of some type, High armor, Agility, no armor speed - armor = true speed)
Archer (Bows, range, speed, traps)
Assassin (Knives, bows, traps, stealth, speed)
Healer (Healing, buff team-mates, revive, things like that)
Sorcerer (Powerful spells, loads of mana, glass cannon, VERY low HP)
Etc.
For this example i'm an Elf Assassin.
Equipment & Skills:
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Your equipment is very important, as is your skill with using it.
Example Equipment (May vary depending on version):
Armor of some type
Sword
Spear
Dagger
Magic wand
Magic staff
Gadgets
Etc.
Example Skills (May vary depending on version):
Stealthy
Agile
Speedy
Hard-hitter
Dexterity
Healer
Magical
Shape-shifter
Etc.
For this example i'm stealthy, agile, speedy, and dexterity. With Gadgets, traps, and 2 daggers.
Gameplay:
Now the game of lives begins, in this game, perma-death WILL be enforced if you aren't revived in time, you WILL face un-fair odds, and you WILL die at some point or another (I've been DAMN LUCKY to never have died).
Please relax if you die though, there are ways to "come back" as A new character if you die, so don't worry if "GOD FUCKING DAMMIT WHAT THE FUCK, FUCKING CRITICAL FAILS REEEEE" (Rolling a 1 on a D20 or D10+) happen to you, you'll be brought back. Unless of course your friends don't want you back in the game, so don't rage like that.
From here on out, just play the game. The Game-master will know what is going on, what to do, how to play it, if something is legal or not, and most of all, create your story of glory and honor, humiliation and defeat, or a narrow escape from a monster.