Howdy
The very best way to learn about the sport is to get to a match and see how it works for yourself. There is plenty of printed information available, but with all due respect, videos and DVDs will only give you a very narrow perspective on what takes place at a match. They will only show you the highlights, not give you a representative picture.
It is particularly important that you go see a match before you start buying equipment. Too many Cowboys start buying stuff, and within a year decide they made a mistake in their initial choice of equipment. If you go to a match, and express interest, shooters will be more than happy to allow you to handle and examine their guns, and will probably be happy to let you fire them too.
Captain Baylor's website is excellent. I learned a great deal about the sport from his site when I first started.