Easiest way to pick up the basic rules and gameplay is through:

The Interactive Way to Go: http://playgo.to/iwtg/en/

Its also available in 32 other languages: http://playgo.to/iwtg/

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Beyond that I recommend 9x9 games, on Windows download yourself a free copy of iGoWin: http://www.smart-games.com/igowin.html or on OSX or Linux check out GnuGo.

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There's also a Linux live cd/distro with lots of learning tools by the name of Hikarunix: http://senseis.xmp.net/?Hikarunix