Since you've never installed an OS before I'd suggest you get hold of either Morphix - the Gnome version - or GNOPPIX. Both are Debian based live CD distributions using the Gnome desktop, so you can begin to get a feel for both Debian and Gnome without having to install anything. I've played with Morphix a little and it's very nice, it includes the ability to install to your hard drive and has to be one of the easiest ways to get Debian installed. Plain Debian doesn't have the most new-user friendly installer going, something like Morphix or GNOPPIX is much easier.
http://morphix.sourceforge.net/ http://www.gnoppix.org/
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Steve