I'm going to put this the most complicated way I can.
Where to get comics.
First, let me tell you that new comics release on Wednesday every week, and each issue of a respective series usually releases once a month. http://www.comicshoplocator.com/Home/1/1/57/575 will help you find the closest comic shop to you. http://www.mycomicshop.com/ and http://www.midtowncomics.com/ are the two best online stores where you can by back-ordered, new and used issues and graphic novels.
Marvel NOW!
Marvel NOW (a sort of reboot of the Marvel universe) just started last month, so there is a great opportunity to jump on some series from Marvel. Iron Man, Deadpool, Captain America, and a shit-ton of Avengers and X-Men. The majority of the Avengers teams and X-Men teams are unlike those in the movies, so your going to have to pick which specific members you like the most and follow that team.
Understanding heroes and big events.
I recommend visiting ComicVine's character pages to get a scope on the most important stories for each individual character you want to follow. Now, to learn the origins and/or history of each character, you can either read their early comics or just read Marvel and DC's Wiki Databases. My recommendation is to buy what are called Trademark Paper Backs. They are a collection of one story that covers the span of several issues (i.e. Batman: Death in the Family - Batman Vol. 1 #426-429). Reading these will help you become familiar with the character's attitudes, rules, powers, history, etc. You may find that some are vastly different from their movie portrayals (i.e. Bane from the Batman and Robin movie).
Different Types of Comics.
There are several different categorizations of comics books.
On-Going Series - Is the basic series of any one super-hero, villain, or team. It is planned to go on for as long as the character remains popular and sells well. There are different volumes for each character, which essentially means the on-going series was rebooted (or cancelled and brought back on a later date). There also may be a variety of on-going series for the more popular characters, with each series serving a different purpose. For example Batman currently has Batman, Batman: Arkham Unhinged, Batman: The Dark Knight, Batman and Robin, and Detective Comics. Each serves their own purpose for telling the Batman mythos, usually each from a different perspective. Examples of an on-going series: Punisher: MAX, Amazing Spider-Man, Action Comics, Secret Avengers, etc.
Limited Series - Also known as mini-series or maxi-series depending on the number of issues. This is when a character is given a cohesive story out of the realm of continuity of his or her on-going series. There is a set number of issues that will be released as opposed to an on-going series. Examples for a limited series: Daredevil: Redemption, Deadpool Kills the Marvel Universe, Batman: The Dark Knight Returns, Civil War, Watchmen, etc.
One-Shot - A one-shot can take place in or out of an on-going series, and is a self-contained story that takes only one issue to complete. Examples of a one-shot: Slayride (Detective Comics #826), The Killing Joke, Moon Knight: Silent Knight, etc.
Crossover - This is when a story is told using various characters, and can be told through a one-shot, on-going series, or limited series. Each character has the ability to meet with others and tell their respective side of each story. These can take place in one universe or over several universes. Examples of crossovers: Avengers vs. Justice League (limited series), Batman/Spawn (one-shot), Night of Owls (on-going series), etc.
My biggest suggestion is to not give your hopes up after reading a few comics. When I started reading comics I was extremely used to reading in prose. I was disappointed with the first two graphic novels I read, and began to think that comic book just weren't for me, but after some time I got used to the style and became familiar with the way comics were supposed to be. Enjoy.
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