New RP'ing and PBP.
To add to what BBR says, D&D is partly so common/popular because it's pretty much the first system, and never really lost that edge. But it also depends on what sort of system you like, as well as setting.
Personally, I hold an intense dislike for any of the D&D systems or settings (with the partial exception of Pathfinder, which is ... I dunno, D&D 3.75 or something like that - anyway, it's okay for certain things). I much prefer the Storyteller system (old World of Darkness in my case, though there are people who swear by the new), Shadowrun (the first three editions, though again there are people who prefer more recent additions), and West End Games' long-defunct d6 Star Wars (which has the benefit of being effectively open license these days) (again, there are people who prefer other versions of the Star Wars game).
Do you like games that are rules-heavy (ala GURPS) or rules-light (ala FATE)? Do you prefer having lots of games to choose from because they're so popular (D&D) or those that are more difficult to find, but absolutely adored by their community (none of which I can think of at the moment... Earthdawn comes close, I guess)? I think these are important questions for a new roleplayer to ask, rather than just "Teach me to how play." (Although kudos for wanting to start! There's no such thing as too many roleplayers. :)