here's a good link for those starting out.
http://www.bodybuilding.com/fun/fawnia1.htm
i would recommend one of these books:
http://weighttraining.about.com/od/weighttrainingbasics/tp/books_review.htm
most important:
1. stretch before and after your workout
2. get someone who is well-versed with the machines/weights to show you each move and watch for correct posture when you use weights for the very first time.
if you don't have someone like this book a couple of sessions with a personal trainer at the gym to show you how to use the machines. you can use dumbbells, etc. at home to start basic weight training.
there are many instructional videos you can check out:
http://centralhome.com/ballroomcountry/weighttrain.htm
try getting one from your library and watching it first.
the FIrm series is supposed to be good. you get them at borders or on amazon. like this one
http://www.cduniverse.com/productinfo.asp?PID=6264561&style=movie&frm=frooglemovie
you can even get it on netflix.
first do light hand weights like dumbbells. when you have perfected the postures and decided which muscle groups you want to focus on, then move to heavier equipment in the gym.