Taking classes taught by a native Hindi speaker is the best way to start learning a language, like Hindi, that is so different from our own. A teacher will be able to introduce you to the basics of the language: how to write the alphabet properly and how to pronounce the many different sounds we don't use in English. It is important to develop these skills properly at the beginning, so you have a good base to build upon. Once you have this base, studying Hindi on your own will be much easier and more productive. Studying in a class environment also allows you to practice what you have learned by way of group activities. Class tests also push students to study.
Meeting native Hindi speakers in your community is an effective, fun and free way to learn, review and practice. Most native Hindi speakers will be quite impressed that somebody wants to learn their language, and will probably take some time to talk with you or explain something that is unclear. Going to an Indian restaurant will not only allow you to practice some Hindi, while ordering your meal and in conversation, but allow you to try some delicious Indian dishes. There are over 100 million Hindi speakers in the United States, so there is a good chance that there will be an Indian community center near you. This is a perfect place to make some Hindi-speaking friends that live close.
Whether you have an understanding of the language, from a teacher, or not, there are many resources available online and off. Many sites offer free, complete lessons in Hindi, with pronunciation of the alphabet, interactive and printable lesson plans, as well as listening and writing practice. If you prefer to study offline, there are also many books and CDs available. Both on and offline resources will supply you with hints and short cuts to understanding Hindi grammar and vocabulary. If you can't find the books and CDs in a local store, look online. The Rosetta Stone, language software, is very popular. It teaches Hindi the same way you learn your first language, slowly, with a lot of visuals and no translations or long lists to memorize.
Once you have a good base in Hindi, movies are an enjoyable way to, not only, test your knowledge, but to get a glimpse in to Indian culture and hear the way native speakers speak and what words they really use. India has a huge film industry, called Bollywood, and many of the films are available free online. Books and magazines, like movies, allow you to see inside the culture, which words are used most commonly and the sentence structure. This will help you with speaking and it can all be done at your own speed.