There are many online companies you can use - Sharebuilder, Fidelity, Ameritrade and lots more. Setting up an account is easy. Day trading is risky - don't daytrade unless it's money you're willing to lose. Doing your own INVESTING is better. Concentrate on well known companies with good track records, that maintain good balance sheets. At this point in my life, I concentrate on primary blue chip stocks that pay decent dividends. Don't have a choice since cd and bond rates are so low you might as well keep your money under a mattress. There are a lot of financial publications available - read read read - research research research - until you're comfortable with where you want to invest your money. Then have fun and good luck.
Online sites such as http://finance.yahoo.com/ can be a big help for gathering data. Select a stock, enter the symbol, and then browse through the various pages of information.
For general trends, "Kiplinger Newsletter" is helpful, as are many of the so-called personal finance magazines. I have used "Kiplinger's Personal Finance" for decades, even way back when it was known as "Changing Times". An introductory subscription rate is under $15/year, well worth it for lots more than investing.
Subscription services such as Value Line and Morningstar are relatively expensive, but worth it when you become serious about investing. You can "mine" their sites for useful "freebie" information.