In case this answers any questions that none of the above posts or links do:
In general, you want to make sure you embark with seeds that can be grown underground. Plump Helmet Spawn are the best choice for a beginner.
Next, you want to find a soil layer, and dig a room into it (5x5 should be plenty large enough initially). Soil is pretty much anything that isn't rock. Sand, peat, loam, clay, that sort of stuff. When you dig it out, it won't leave any rocks behind, and you can dig through it really quickly. Also, you'll need to make sure you don't dig out the ceiling. If you just use (d)ig, you'll be fine. C(h)annelling from above won't work, though, because then the room will be considered outside, and indoor crops won't grow.
Then you need to (b)uild a farm (p)lot. Use the (u) and (k) keys (four times each for a 5x5) to resize the farm plot to fit the room. Then (enter) to accept.
Make sure that one of your dwarves has the Farming (Fields) job enabled. (Use (v) to get a nearby dwarf's menu, (p)references, and then (l)abor.) You might want to disable all the hauling jobs on that dwarf, too, in order to ensure that they get on the farming right away. Their first task is to make the farm plot quit flashing, by actually preparing the soil.
Now, you'll want to set the seasonal options for the farm plot. (q) over it, and you'll be able to use (a), (b), (c), and (d) to set the crop type for each season. Setting all seasons to plump helmets is the easiest way to do it for now. (If any of these are red, it means it is too late in the season. Just wait until next season to begin, and you should be able to set the previous season in preparation for next year.)
At this point, your farmer should run off and grab a plump helmet spawn. (Placing a small stockpile near the farm plot that holds only seeds can be very helpful.) He'll then run back and plant the spawn. Once he's done, this should change one square to a different pattern. He'll attempt to continue at this activity as he has time until the whole plot has been planted.
Eventually, one of the squares will turn into a more plant-looking image. At which point, just about anyone will get the Harvest Plants job, come and grab the plant, and haul it off to a food stockpile. At that point, it can be eaten (assuming it is a variety of plant that can be eaten raw, which plump helmets can).