I agree, use Grabit to get your feet wet and if your ISP offers Newsgroups then utilize that. Otherwise, sign up for a news hosting site that allows you to use their service for a few days or a week just to see if you like it.
The first server I used was
Usenet-News as they have great pricing options. 2GB for 2 bucks, 5GB for 3 bucks, 20GB for 10 bucks and so on and so forth. It gives you something to work with as you explore the different groups and it wont be a horrible waste of money if you're just using it to play around with.
I just signed up with
Usenetserver which offers excellent pricing (around 13 bucks a month with 10 connections and 75 day retention). My connection maxes out all the time.
I use NewsLeecher for my reader. It will cost you some green but it's well worth it in my opinion. Check the stickies for tutorials and guides for in depth info.