Learn Arabic script. While Moroccan Arabic is primarily a spoken language, if you want to be able to read and write, you will need to first learn Arabic script. The script used is that same script used in other dialects of Arabic and is written from right to left. Learning the script can help you learn the sounds of Arabic, particularly the sounds which are not common to your native language. You start learning the script by first learning individual letters and then learning how to connect them. Arabic is always written in a cursive, connected style, and letters differ in shape by their position in the word.
Study basic Modern Standard Arabic (MSA). Before jumping into any specific dialect of Arabic, it's important to have a good base in MSA. While Moroccan speakers do not usually speak standard Arabic, newspapers and magazines are written in MSA and news broadcasts are also given in either MSA or French. The standard dialect is the official dialect; often when you hear a political speech or attend a lecture in Morocco, you will need to know MSA.
If your goal is only to learn Moroccan Arabic, you don't need to master MSA but you should be able to speak and understand it at an advanced beginner to intermediate level. Studying MSA will teach you the basic structure of Arabic, the verb conjugation patterns and the vocabulary.
Study the Moroccan dialect. Moroccan Arabic has many things in common with standard Arabic, but it is very different when it comes to pronunciation and stress patterns. Start by listening to Moroccan Arabic speakers and look for the differences between standard Arabic and Moroccan Arabic. One way to gain more exposure to the Moroccan dialect is by studying abroad. You can hire a private tutor or sign up for classes at the Arabic Language Institute in Fez.