That's a question that comes up a lot, and unfortunately it's not a simple answer. It's not like you can just fill out an application and get your handy membership packet. Instead, there are several things you should think about doing.
For starters, evaluate where you stand and what your goals are in studying paganism or Wicca. Here are some great tips from Brahnamin, one of our regular posters over on the Pagan/Wiccan Forums.
* Get Specific. Reading generic Pagan/witchy books will leave you feeling like it's all just one big melting pot of gooey tree hugging goodness. So go online and research different Pagan paths or wiccan traditions, just to get some specific names. Like Discordian, Asatru, Neo-Shamanism, Neo-Druidism, Green Witchcraft, Feri, etc.
* Get Basic. Go online again and get the basic background for each specific type of Paganism that catches your eye and see which really interests you. There may well be more than one. Look for initiation requirements and find out how much you can do on your own if you decide it is a path for you (to follow a Druidic path, for example, you can't really self initiate. It is an organized group with pretty strict rules of advancement and titles to go with each level of achievement).
* Get Real. The library is a great starting point and they can often order in specific books for you, but once you have chosen a specific group (or groups) to study you are probably going to need to hit used bookstores or online markets to obtain the materials you need. This would be a good time to go to the Pagan/Wiccan Forums and see if anyone is already a practitioner or knows where to best get started in the tradition you're interested in.
* Get Connected. Hook up with real people. They're out there. Even if you can only reach them online at first. You can only get so much from book work and self teaching. Eventually you have to interact with likeminded folks who share your struggles and understand your lifestyle and your choices. Even as a solitary practitioner there are places you can go to bounced ideas off people with a solid background in magic.
In addition to these basics, you should probably read over the following Articles for references of use to new Seekers:
* Beginner's Reading List: This is a list of 13 books every Wiccan or Pagan should read. Not all of them will be of interest to you, and you might even find one or two of them hard to understand. That's okay. It's a good foundation to build your studies on, and will better help you determine what road your path will eventually take.
* Ten Things You Should Know About Wicca: Here are some of the misconceptions and myths about wicca and modern Paganism. Read through these, and make sure you understand exactly what it is you're about to start studying.
* Basic Concepts of Wicca: So what exactly do wiccans and Pagans believe and do? Read this article to find out if Wiccan principles fit in with your existing belief system.
* Living a Magical Life. Being Wiccan or Pagan isn't just about reading some books and buying a pentacle necklace. If you're going to walk the walk, not just talk the talk, eventually you'll want to think about how you can incorporate your beliefs into daily life.
Finally, if you're a teenager, read My Parents Won't Let Me Be Wiccan and Ten Things to Learn Besides Wicca. If you're a mom or dad of someone who's interested in Wicca and Paganism, be sure to read For Concerned Parents.
Recommended books (Free download):
Sri Swami Sivananda - Thought Power
William Lilly - Anima Astrologiae Or A Guide For Astrologers
William Lammey - Karmic Tarot
John White - Toward Homo Noeticus
Scott Cunningham - Wicca A Guide For The Solitary Practitioner