Eh, the only thing you need is some people to play with. Well, also something to play but that's implicit. You could look up some videos of gaming sessions but frankly, I'm not sure how it would help, aside from showing you some faces - it's not like there is a secret technique to it or anything.
So, the implicit requirements
- a game, there are loads of RPGs, D&D being the most popular followed by some others like World of Darkness, GURPS and so on. If you pick any theme, there is probably either a full RPG or a system for it. Do mention if you have anything in mind otherwise...dunno, you could always default to D&D, I suppose.
- so with game in mind, there are the books - there is going to be one or several (2-3 at most) books for the core rules. If more than one, they are usually labelled and might even come in a set. That's generally all you need to get you playing - they all have an intro explaining what roleplaying is, then they go over what players do and how (rolling dice, making characters) and finally, there would be advice and options for Game Masters (it might be separated in a separate book - that's why you'd have more than one).
- once you have a game in mind, you need some dice. Your local hobby shop...erm, assuming there is one, would have fistfuls of them. Or there is the Internet. At any rate, you would need several depending on which game you're playing. Which ones also depend on the game. There are also dice rolling apps for phones, if you feel like it.
Those would be enough. Just read the core books and that should give you enough information to let you play. You just need somebody to play with - that's probably going to be the harder part. If you have friends who are interested, you're actually all set. Otherwise, you might have to look around. If you do have a local hobby shop, that's going to be the best place to start, actually. Assuming you're in the states, you could even go and join up Encounters - that's a regular D&D session that is designed for new players in mind. I think all hobby shops run it or something - it's mandated by Wizards of the Coast (the owners of D&D). at any rate, just ask about it and turn up when it's on - you'll get a character and materials and would join up a game. It's also free. Failing that...well, it gets tricky but there is always the Internet. You can play online or something.
I hope that's enough to get you started. Do ask if more is needed.