WordPress has many flavors, inlcuding
1) setting up a free account at WordPress.com and have it hosted there e.g. at pchristian.wordpress.com (provided it’s not taken yet) and then choosing your theme and starting to blog. Later you can buy a domain name e.g. http://www.pchristian.com and have it mapped over pchristian.wordpress.com
– this model aleviates you of many technical aspects of setting up and let’s you start blogging right away
2) downloading WordPress from WordPress.org, buy domain name, buy webhosting (or self-host in own server) then installing it yourself, customizing your own theme and take care of spam, hack attacks, etc. and of course blog
– or hire a person/company to set it up for you and/or maintain the site
3) download WordPress Multi-User from http://mu.wordpress.org – but that’s on the more advanced level and includes virtual directories etc.
Your choice. Good luck.
WordPress has a whole lot of documentation on ‘Getting Started’. You should check it out:
http://codex.wordpress.org/Main_Page