Get an xbox 360 to start, I would recommend for you the ARCADE console edition. It comes with everything you need, as you are still new to video games.
http://www.amazon.com/Xbox-360-Arcade/dp/B0029MAXS6/ref=sr_1_1?ie=UTF8&s=videogames&qid=1258955273&sr=1-1
XBOX Live is the online service from Microsoft that you can log into to play others online. With a copy of Halo 3 ( you can get it used for a lot cheaper ). Unfortunately, unlike the ps3 or Wii which offer free online play, the XBOX LIVE service is subscription based. Although it is cheap, at about $50 a year, you can also pay per month.
http://www.amazon.com/Halo-3-Xbox-360/dp/B000FRU0NU/ref=sr_1_1?ie=UTF8&s=videogames&qid=1258955243&sr=8-1
When you get your xbox, make sure you read the manual on how to set up everything properly. Get your controller and halo 3 and your ready to play!