Start out doing tons of research, I like Investopedia.com, because it really breaks things down into simple easy vernacular for modern folks that aren't in finance. They've also got a simulator that you can kind of play with for a few months to see how real movements in the market would affect the purchases you're interested in.
As far as which online broker to use; a lot of that depends on how much you're investing, how often you'll be trading, and whether or not you know what you're doing. Also, how much risk you're willing to accept.
Knowing your risk appetite is the place to start off, if you think you'll panic and sell everything whenever you check on your portfolio and see you've lost 6-10% in a single day, then stock trading is not for you. If you can't whether the rough times, then go find a brokerage that will let you select your risk package and let them manage. You'll likely not quite earn at the market rate, but you don't have to be stressed out with managing your portfolio because it's all done for you, for a fee of course. Along that same vein there's absolutely nothing wrong with going down to your bank and discussing savings options if you like super safe small returns. It's all about how soon and often you need that money that's tied up in investments.
So those disclaimers having been handled:
If you've got a decent sum and are planning to buy and hold onto a few stocks from various industries, then they're all pretty similar, look mostly at fees and find one that fits your budget. I rolled my 401K to TD Ameritrade, even though trades are rather expensive because I like the tools it offers, and I tend to only enact buying and selling in my portfolio annually. It's definitely not for everyone because the cost is per trade, which can get pricey. There are other cheaper/free options if you're just wanting to buy a certain number of shares in a specific company that you believe in.
If you don't have a lot to get started, and/or don't have specific stocks to buy, then savings apps like Acorns are great at getting a little money in the market at a time. I put like $5 a week in Acorns and chose risk level, similar to how most 401k programs let you choose risk. I think mine is set at moderately conservative and is getting about a 2-3% return.
Again, do your research and always check the sources where you're researching. If they're selling products or sponsored by a specific company, then maybe their advice can be skewed. And always remember to invest in what you know about, if you don't understand your investments you'll likely lose big time.