Download and install
Oracle 11g Express Edition database. On the same page, but different tab, you'll find the documentation.
However, you might be interested in
this page (10g documentation) which is divided into several sections, among which Most Popular and Getting Started are the most interesting.
First (never mind which version you choose), read the Concepts book. Then, a 2 Day DBA, continue with SQL Reference. When you're done, go on to PL/SQL User's Guide and Reference as well as Application Developer's Guide - Fundamentals. When necessary, consult other books.
It will take a lot of time, but I suppose that you'll enjoy entering the Oracle world. It can be really amazing.
Also, I'd suggest you to join one of frequently visited Oracle forums (such as
OraFAQ) - newbies ask questions daily, so - try to find your own answer to those problems, don't be afraid to post yours. Forums are a great knowledge base.