I started with an audio CD, which has English phrases and then Mandarin translations of those phrases, read by two speakers. The one I listened to had music in the background, which made it nicer. Later I found out that learning from an audio CD is a very ineffective way to learn Chinese... however it was a good introduction to the language for me.

Chinese numbers

While I took an intro Chinese class in college, I didn't really improve until I learned the characters with James Heisig's Remebering the Hanzi. I basically learned how to write thousands of characters first using Heisig's story method, then learned their pronunciation and grammar later when I studied in China for a year.

Some friends of mine started with copying the pronunciation of some simple sentences, and then started to learn how to write the characters, which will help you to memorise the meaning of the sentences. In this way, you'll get to know more vocab and can start to create your own sentence. Hope it helps!