I've always wished, though, that all "getting started" guides would just provide a chef recipe or machine image with everything ready to go. Getting to know a language shouldn't require jumping through an hour of hoops and documentation to get it set up.
(Of course, the guide here is broader than simply getting your system set up.)
It doesn't get much easier than pulling down the master `lein` script (or `lein.bat` for Windows) with wget/curl and setting it up on your PATH as an executable. This is similar to rvm[2], nvm[3], perlbrew[4], et al.
You'll need to have Java installed before proceeding to the next step.
Once you've done that, you can run `lein repl` in your shell -- Leiningen will bootstrap itself when it's run for the first time, and when it's done you'll be presented with a Clojure REPL. Now you're ready to start exploring and learning:
http://clojure.github.com/clojure/
Also, please join the friendly community in #clojure on irc.freenode.net[5]. You'll find folks in there nearly 24/7 who are willing to answer questions you may have as you learn your way around. The discussion group[6] is also a great resource.
[1] http://leiningen.org/#install
[2] https://rvm.io/
[3] https://github.com/creationix/nvm