Do you have any prior experience with developing software?
EDIT: Ok I have some time to kill now, so I will just cover all of the bases.
If you are a beginner, I would first get familiar with Java and its idiosyncrasies. If not, skip to the next paragraph. The first thing you will want to do is start out with some
tutorials. But before you can develop in Java, you must first download and install the JDK
here and an IDE. The IDE you will more than likely be using for Android development is Eclipse, so if you want to go that route, you can download that
here. I personally learned Java using an IDE called JCreator. I find it to be much less daunting than Eclipse for a beginner. It's a very lightweight IDE that a lot of universities and high schools use for teaching students Java. If you think that might be more your speed, go ahead and download it
here. Note that the "Pro" version is not free (it has a free trial). If you want it for free download the "LE" version. The setup process is straightforward and painless. Now that you have the JDK and your IDE set up, start going through the tutorials. Also, once you get the hang of the way classes and methods work, familiarize yourself with the
API. The Java API is an invaluable tool. I maintain that Java has the most comprehensive and complete API library of any platform out there. Some classes to familiarize yourself with would be Scanner, Math, String, Character, Integer, Short, Long, Float, Double, and Scanner to start out with. Once you feel comfortable with Java, you can go ahead and start familiarizing yourself with Android's documentation.
The secret to familiarizing yourself with Android is to use the exact same approach you used to familiarize yourself with Java. Just go to
http://developer.android.com/index.html and do some tutorials. Once you have the hang of those, peruse the rest of the documentation including the Android API. Keep in mind that, while the Android API uses some classes from the Java API, it doesn't use all of them. Android also has its own classes for you to take advantage of. Also, follow the instructions on how to install the Android SDK and how to configure Eclipse. That's all there is to it! If you run into any problems, do a quick search on the web to see if someone else has run into the same problem (they have) and if you can't find anything on it, ask here. Good luck.