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Buy one of their games.

Jokes aside, I personally found the Blazing Blade one to recommend for starters.
As it has an prologue story that teaches you the basics each chapter.

Just try to avoid grinding too much, it makes the game much less fun.

Blazing Blade is the first western release so it's very beginner friendly. If you have a 3DS I HIGHLY reccomend Awakening, as it's got a wonderful story and is also incredibly beginner friendly. My personal favorite is Binding Blade, or FE6, but that one is pretty damn challenging at times.