OK, the lazy advice is to check out the /r/chess FAQ ---------->
Lots of useful information for a beginner can be found there.
Once that's out of the way, I can give you some actual advice. From the beginning:
1) Make sure you know how each piece moves, as well as the rules about castling, en passant, and pawn promotion.
2) Play a few games, against friends or online. Chess.com is free to join, and you'll always be able to find a game against an evenly-matched player there. If you're playing online, play long time controls at first.
What is a time control? In chess, each player usually has a time limit - a clock that slowly counts down as the game progresses. If your clock runs out, you lose. In big world championship matches, each player essentially has around 4 hours for the entire game (of course it's a bit more complicated than that...). Online, you'll have a choice of time controls. When you go to start a game, you'll be given a range of options such as 15 l 0; 10 l 0; 3 l 3; etc. The first number is the overall time limit - how much time you're allowed to spend thinking, over the entire game. As a beginner, go for at least 15 minutes.
One small point: if you join a chess site, you're likely to lose your first 5-10 games, as the machine tries to work out your "rating" - how good you are at chess. Don't be discouraged because you lose your first games. Be patient, and eventually you'll be matched up with players who are at your level.
3) Now you've played a few games, it's time to step away from the chessboard and work on tactics. A famous chess player once said "Chess is 99% tactics".
What do I mean by tactics? These are little sequences of moves that allow you to outwit your opponent, punish them for slight mistakes, and hopefully win the game. To get better at tactics, you'll need a "tactics trainer" or something similar. A tactics trainer is a computer programme (or book) that presents you with a series of snapshots of chess boards during a game. You see the "position" (the arrangement of the pieces at that particular point in time) and have to figure out what the best move is.
Tactics are absolutely crucial to becoming a better chess player. They train you to evaluate a position, figure out what options are available to you, and discount the useless moves. They train you to instantly recognise common tactics such as pins, skewers, and forks (don't worry if you don't know what these terms mean yet). The more you study tactics, the better you become. I don't know of anyone who would disagree with that statement.
www.chesstempo.com is a great, free website for studying tactics. Create an account, sign in, and click on "training", then "chess tactics". It will say "Tactics Problem Set:" and then either "standard" or "blitz". Make sure standard is selected.