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What is the process of getting your first share?
You could also look up stock trading games.  Basically, you get x amount of "money" and "invest" it in stocks, trying to get the highest return of the group in y amount of time.  They are a decent way to get used to how different types of trades work without having to risk any real money, while having enough "money" to invest that you can try different things.  Of course, as others have mentioned they may or may not include all the nuances, like minimum investments and brokerage fees, but at least you can learn and see how the different buying and selling options work.