FatJeff had a great link and good idea--since this is a commonly asked question, we could keep this thread updated with good links/vids/resources for those starting out.
Let's keep this thread discussion free, just links and descriptions. If you want to say in particular how a site or link helped you, that's encouraged.
Here's FatJeff's link to start:
How to Get Started Learning Jazz Improvisation | jazzadvice.com