Start with Squeak, and grab one of the pre-packaged images from http://www.seaside.st/. These just require that you start the image and point a web browser at the host and port that's usually been left in a message on the transcript before the image was saved. VisualWorks is arguably more powerful, but it's harder to get going.

There's a good tutorial at http://www.swa.hpi.uni-potsdam.de/seaside/tutorial/, with lots of useful snippets. If you're new to Squeak and Smalltalk, 'Squeak by Example' is available as a free PDF (although you can buy a printed copy if you're so inclined): it's an excellent book.

In terms of the framework, I found that it got much easier to use with the switch to the canvas renderer (now the default). The only hiccup was that you have to roll your own solution for persistence, which can range from Oracle or GemStone right through to just periodically saving a copy of the image with your objects in it!