If you’re new to this you may want to start brewing with malt extracts, which are condensed sugars, pre-extracted from grains for your brewing convenience. But, if you feel like going gonzo, or if you’re a control freak, try your hand at all-grain brewing. When picking your grains keep in mind the type of beer you want to make. Do you want a light or dark beer? What flavors do you like? Ask for advice at the homebrew store or find a good recipe to start with. You then will need to mill (crush) the grains to crack the husks and get at the starches and sugars hidden inside — this is what will be converted to alcohol. Most homebrew stores will have a mill you can use.
Mashing is basically steeping your grains in order to activate two enzymes that will break down the starches into sugars. You’ll want to hold the mash somewhere between 145 and 158 degrees, with higher temperatures yielding heavier-bodied beers with a shorter mash time, and lower temperatures yielding lighter, more alcoholic beers with a longer mash time. After the mash is done sitting you want to use some sort of straining contraption (a mesh strainer, a straining tube built into your mash-tun, etc) to drain the liquid from the mash into a large pot. You then will use three to five gallons of water, preheated to 170 degrees, to “sparge,” or wash the excess sugar from, the grain, allowing this liquid to drain out through the strainer as well. You should end up with about 5.5 gallons of liquid, which will become your beer.