Personally, I began watching unholy amounts of anime and listening to music, repeating the things I heard. Anime is good to a point but unless you know what you're doing, you can end up speaking like an anime character and people don't really speak like that ^^; Ufufu~ It's really useful for certain cultural points and more mundane/casual speech forms. Drama can be super useful if you can find one you like~
There are some really good ways to teach yourself online (TextFugu, Genki Japan, Youtube and plain ol' Google for instance) but you can only get so far on your own. Eventually you will need a teacher. If you can, a native speaker is generally best for beginning because of matters regarding accent and the subtleties of speech that can take a long time to pick up~ A small class or one on one is also best but that stands true for everything (^^)b I would also recommend a friend who already speaks the language you can practice with~
Above all, confidence is one of the biggest parts of learning any language. Everyone makes mistakes at the beginning and you can't let them stop you from speaking Japanese or practicing~ Our mistakes make us stronger! (^^)ノシ
Try to learn hiragana and katakana as soon as possible! Romaji can distort one's pronunciation and understanding of how words/sentences are formed~ Kanji come later so don't stress over them too much~ (←learned the hard way ^^; )
If you can, get a solid Japanese → English dictionary. Ones made for English speakers are best to begin until you have some kanji behind you~ This online dictionary is really, really great. If you click the 和英 (Wa-Ei) button, you can get English translations of Japanese words you enter into the search bar~ (英= Abbreviation of English which is 英吾 or Eigo while 和 is a character used to symbolize Japan) 英和 is the same thing but backwards (English → Japanese)
Of things I wouldn't recommend; Rosetta Stone (it nearly killed my grammar!) and using only 1 textbook/source (if possible, use as many you can in order to make sure your learning is rounded because some sources are one sided). Though these are only personal opinions based on 6 years of study, different things work for different people.
I hope that was useful!! (^^)ノシ