Selenium Learning step by step

I suggest you download Selenium IDE or Se Builder, which are user interfaces for recording Selenium tests in-browser. Both let you record and then export tests to a bunch of different languages.

One important thing to note is that there's two Seleniums: original Selenium 1, where tests are comprised of a list of steps to execute in order, and Selenium 2 / Webdriver, which is an API for programming tests.

(Full disclosure: I'm the main developer on Se Builder, so I'm totally biased towards it. I do think it's probably less intimidating for a newcomer, but Selenium IDE is as of time of writing the more established and standard IDE. :) )

UPDATED: Additional resources listed below

The record and playback tools Zarkonnen called out are good starts. You also need to understand the fundamentals of Selenium itself. There's good information on writing tests in code on Selenium HQ's documentation pages.

Three things I think important to get correct from the start:

• Learn about locators on pages, learn how to store them in one location (read up on the Page Object Pattern and be careful about record/playback tools which may not help you in that approach)
• Learn how to deal with dynamic content (AJAX) with implicit and explicit waits
• Learn about modular tests. Write small, reusable components.

If you're working in Ruby then I'd really recommend having a look at Cheezy's page_object gem.

Also, have a look at the various intro pages on the Google WebDriver project page.

Update: You should also consider having a look at Dave Haeffner's Elemental Selenium and his Selenium Guidebook. Both are great resources for real-world stuff people struggle with, not facile, shallow examples.