Definately check out a wine tasting class. There's always chicks in the class, too...

General good red wines to start out with (IMO of course):
Merlot, Cabernet Sauvignon, and Pinot Noir
These are usually easy to find, not too sweet nor too harsh, and generally other people like them, too (i.e. great for serving guests).
I love a good Shiraz but they're not for everyone.
Check out
this site for a little background info on some of the wines.
Oh - remember that more expensive doesn't always mean better. There are
tons of great red wines for about $10 a bottle.