Basic Equipment

In order to find geocaches, you really only need two things: a computer and something that will display your current coordinates aka a GPS. If you are reading this, you or someone you know has access to a computer. Step one, check! 
GPS technology is surprisingly all around us. Almost all current cellular phones have a GPS receiver. Look around as you are driving and you will see many motorists with GPS systems in their cars. Any device that can detect and display your position on the earth can be used for geocaching. Obviously some features will make cache selection and naviagtion easier.

If you are just starting out, I suggest getting to know your GPS and its features. Some GPS units may have hidden features that the manufacturer does not tell you. 
An example is the Garmin Nuvi series. I don't know if all Nuvi models have this little trick, but my Nuvi 205 does and I have shown this to other Nuvi users with different models. I found this while poking around online so I will not try to claim the discovery as my own. In order to see a screen that will display your current coordinates, the satellites your GPS is tracking and other info, you push the signal strength bar that is found in the 'home' screen for about 6 seconds. My Nuvi 205 home screen shows icons for "where to?" and "View Map." In the upper right-hand corner there is a display showing the strength of my GPS signal. That is where you press to find that hidden screen. 
I learned a lot by reading posts on the Groundspeak message board (http://forums.groundspeak.com/GC/)

Yes I changed the coordinates...

So you have a computer and a GPS. Now what? Now you need to get your hands on some cache coordinates. Geocaching.com may not be the only place to get cache coordinates, but it is the only one that I use. The first thing to do is to create a user account. Before you start, think of a cool user name. In fact, think of a few because chances are, your first choice will already be taken. You can add avatars to your profile and whatever additional information you wish. Once you are on the website, take a look around. There is a lot of information to be found of you take the time to look. I would check out the glossary so you can become familiar with the common terms and abbreviations. Geocaching uses a lot of abbreviations: TFTC, TFTH, TNLNSL and more!
Back to the topic. There are a few ways to get cache coordinates to your GPS, assuming it can connect to a computer. If your GPS cannot connect, simply write down the coordinates and use your GPS to guide you there. 
So let's assume you have a GPS that can connect to your computer. There are a few options available to you. First select a cache you are interested in finding. NOTE: I probably won't go into how to use geocaching.com to locate caches in your area unless people request it. Open the cache information page and take a look around. There is a lot of information to be found there including the type and size of the cache, the coordinates, a description of the cache and possibly a hint. You can look at a Google map of the area as well. In the upper area of the page you will see some options for sending the information to either your GPS or phone. Make sure your device is connected before clicking the option to send the cache info. 
What happens next will depend on the device you are sending the info to. When I started geocaching, I used this method to send the cache data to my Garmin Nuvi 205 GPS. What happens with this GPS is that the cache becomes a favorite. I don't know how other GPS's or phones will handle the info. If anyone uses this method and has insight into it, please comment. I will go into another method in my next post.