I'd say learn hiragana and katakana first, then pick up a textbook and begin slogging through some basic vocabulary and grammar so that you can have the accomplishment of understanding some basic sentences. =) Since Japanese grammar is so different (I think, at least) from English grammar, just jumping in to the difficult stuff and hoping to make sense of idioms and whatnot can be disheartening.
But yeah, listening to J-pop, J-rock, J-rap, or whatever floats your boat, is a great way to get accustomed to the language's sounds and rhythm.
And don't give up! It can get downright frustrating at times. =)