Start off with something simple to mess around with, like Rebirth by Propellerhead (I don't think it's sold anymore, but you'll probably find demo versions of it through google). Then move on to Fruity Loops, and start learning about arrangement, builds and breakdowns. After that, try Sonic Foundary's Acid, which will get you used to using samples and stretching etc.
If you're still keen after those, Cakewalk's Sonar and Steinberg's Cubase is next, but be warned. These are no toys, this is what the professionals use.