Setting up R & RStudio:
If you are using a Mac, it would probably be to your benefit to first download XCode from the App Store. This will take you somewhere between 20 minutes to an hour, depending on your internet speed. Depending on the packages you'll be using, you may also need to install XQuartz.
You can download the most recent version of R here. Note that this only installs the "command line" version of R!
Most R users will want to use RStudio instead, which provides you with an easy-to-use graphic interface for R. You can download the most recent version of RStudio here. Note that RStudio requires an existing installation of R!
Programming using R/RStudio:
There are many useful (and free!) tutorials on R on the internet. Here are some tutorials that you may find especially helpful:
Once you become familiar with basic R syntax, the absolute best way to learn R is to inherit somebody else's code and play around with it. Try asking your labmates for old datasets and sample code! As with everything, the more you make mistakes, the more you learn.
A partial list of very useful R packages: