Since there's no pros around, you'll have to get your answer from a smart ass with a god complex.
For your first time, just stick with soil. You don't yet know anything about lights, so why would you jump into hydro? It doesn't make sense to me unless your one of them "smart people" that know how to figure out shit. But let's assume you ain't. You need something so easy, that a border line retard can do while high, right? Okay.
Get some soil, any fucking soil that mentions seed starting on the package will work. Put the soil into a three or five gallon container. Mix with Perlite and Worm Castings - get everything at Target, Home Depot, or even WalMart. My favorite ratio is 50% soil, 30% perlite, 20% worm casting. Cover the pot of soil with glade seal n' wrap (borrow from your mom or wife you have to), and wait a week and uncover. When it pops it's little head up, don't fucking touch it.
Instead, grab some CFL lights, read the package so you know how many watts your using. Aim to get 100 watts of light directed toward the plant. Put the lights on a timer for 18 hours on 6 hours off. When its as tall as you like it, switch to 12/12. When the plant looks like the shit you get at the medical store, harvest it. There your done.
Once all that shit is smoked up and your ready for grow #2, use the same method as above, but slowly began to start fucking with it. Push it around, shake it, be an ass. Maybe even shove some extra plant food down it's roots. Or pour bat shit on it. Whatever. But by then you know your plant and you got your green thumb going. Hell by your third grow you'll be a pro if you decide to step up to hydro.
f you don't know what your doing, you're just going to spend a lot of money and be back here asking everyone, why is my shit yellow with brown spots and has green slime all over it. Is that normal? No. It ain't normal. It's not normal on fucking roses, it aint normal for your lawn, it aint ever fucking normal.
/ end of rant from smart ass with god complex.