This page is for the benefit of new TeX system users. As such, it tries to be short and simple. (An even shorter getting-started document is available.)
TeX is a typesetting language. Instead of visually formatting your text, you enter your manuscript text intertwined with TeX commands in a plain text file. You then run TeX to produce formatted output, such as a PDF file. Thus, in contrast to standard word processors, your document is a separate file that does not pretend to be a representation of the final typeset output, and so can be easily edited and manipulated.
Here are some links with further background:
If you are looking to install a complete system, we recommend TeX Live for Unix/GNU/Linux, MacTeX for MacOSX, and proTeXt for Windows. You can join TUG or another user group and have physical discs sent to you, or you can purchase the distributions without joining. These distributions are (almost entirely) free software, so you can also download the big ISO images and burn your own discs; see the distribution home pages for details.
There are many other TeX implementations, some free software, some shareware, some proprietary/commercial.
Here is just a little of the principal TeX documentation available on the web. A more complete list of documentation links is available.
Plain TeX: TeX by Topic, A TeXnician's Reference, by Victor Eijkhout.
Fonts: a discussion of the fonts available for use with TeX is available separately.
General help: see below; first place to look is the FAQ.
Since TeX predates the Internet, let alone the web, it has a long tradition of documentation being available in book form. (Not to mention being a typesetting program!) Here are the books we recommend most highly.
See these additional documentation links for many more books and other references.
If you have TeX installed and just want to get started, you can peruse and process this introductory LaTeX document (small2e). When you've mastered that, move on to this more complex example (sample2e).
The basic procedure is to create plain text files in any editor or GUI front end (TeXworks, TeXShop, GNU Emacs, etc.), and then run pdflatex myfile.tex from a command line to get PDF output. Or run latex to get DVI output, instead of PDF.
Finding software and/or packages:
If you've tried everything and are still stuck, feel free to email the public support list, or post to comp.text.tex.