Where to start depends on where you want to end up. Your choices are to purchase a shell account, which is just a login (with limited permissions) to a UNIX server. Another option is Linux. This is a good place to start but don't fall into the trap of using the GUI tools. There are many distributions and everyone has an opinion as to which is best. I have used and like RedHat. Most Linux distributions can be purchased on CD for about $30 or they can all be downloaded for free (if you have a fast connection). Another option if you plan to pursue a carrer in UNIX is to get Solaris 8 x86 from Sun. It is $75
http://www.sun.com Solaris is a more robust OS in my opinion, but my opinion may be biased as I work primarily on Solaris.