In reply to jj2014:
I would recommend a course, my local wall does a 2 evening course for learning to lead climb and belay. I was taught by friends, but for my own confidence in belaying I did the course, which really helped set it all in my brain.
Once you are proficient, with a good belay buddy, I recommend doing controlled falling practice. I try to do it everytime if the wall is quiet enough, helps with the fear! (forth clip and above)
Have fun!!