Before installing WordPress, you need to check that your web hosting provider fulfills the necessary conditions (don't panic! most do) and that you yourself possess the required skills (don't panic! it isn't complicated). Neither of the two should be a problem, but it is wise to verify first.
For a list of requirements on your web host, see the official requirement page.
You will need to know how to use a text editor to edit the main configuration file. If you are a Windows user, Notepad will do. Later, you will likely want to edit your Template Files (see Templates for some references). You can do this through the WordPress Administration Panels, but using a good text editor is highly recommended. For more information on this, see Editing Files.
That's it! Now you are all set to go on to Installation.