Personally, I love Pathfinder, and it's pretty great for new players as well. First of all, the cost to play is virtually $0.00. Their official website: http://paizo.com/pathfinderRPG/prd/ Basically contains all the rules of the game, as well as a lot of the other various books for more complicated stuff, but basically all you need is to look at the core rulebook and maybe the bestiaries for when you're just starting. If you explore the site a little bit, you'll find that they have rules for a bunch of varient races and classes, as well as a bunch of other non-combat related stuff like Character Downtime and Kingdom Building.
If you want a tabletop to play on but can't afford a mat and dice (although that's still pretty cheap so I'd recommend going to a local game store and picking it up) there's always Roll20.net . You can use it for free by just setting up a quick account and it's basically an online tabletop interface that can be accessed by multiple users and a set GM for each game. It includes a grid (or hex), chat box, Dice roller, initiative tracker, etc. Basically everything you need to play almost any tabletop game, regardless of whether you're using Pathfinder, D&D, Warhammer, etc. It's also great for playing with friends online as it's all browser-based, and you can just talk through skype. However, for a more classic feel, I'd still recommend getting a mat and some figures to play with. Just pick up a mat that you can use some erasable markers on and a bag with some random figures (Me and my friends still sometimes use random dice or junk on the ground as our figures sometimes...) and you're good to go.
And of Course there's Character sheets. You can print them out, again for a more classic feel, but if you don't feel like messing about with actual pens and paper for your pen and paper RPG, I recommend Myth-Weavers (http://www.myth-weavers.com/forumhome.php) Again, it's free just set up an account. Basically it lets you make digital character sheets for a variety of systems, including most of the common ones I'd expect you to be playing if you're new. It also does a lot of the calculations for you in most systems (Like in D&D it calculates your carrying capacities automatically, among other things) and can be accessed from anywhere, so it's a good companion to Roll20.net for playing online if you need to.
In terms of actually playing the game, I'd recommend going through the core rules of Whatever system you choose, (like say Pathfinder) and make a few basic classes of a low level, (Or look up some pre-built ones online) then try putting together some combats and see how it works. You can start out maybe making characters and just fighting each other and seeing who wins, just to get used to the rules and how the game works, as well as the feel of the various classes to get a good idea as to how it works. Once you get a handle on that, you're going to need a GM, which can be hard if both the players and the GM are all new to the game. If possible, it's best to try and find someone already experienced with the game willing to run one for you. If you can't manage that, there are pre-built modules that basically are professionally designed adventures that handles what all the combats and plotlines will be for you, and the GM only needs to manage things and tell the story to the player. A very common thing to do is start out with a module and then start branching out with Custom Content.
There's also a bunch of websites and other online resources that can give suggestions on playing the game, like the Pathfinder Subreddit among other things.
