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Materials Needed:

Note: Art materials can be bought online, at www.utrechtart.com and www.dickblick.com.

Sketch pad - You can start small, if you wish, at around 5 or 6 inches by 8 or 9 inches. These are good for carrying around with you, in case of a drawing emergency. If you feel comfortable with a larger size, go for it. At this point, you don't need a high grade of paper. The idea is to do lots and lots of sketches, and for this newsprint pads or a sketch pad are cheap and work fine. If money is not an issue, a heavier weight drawing paper, like Strathmore, or even a hardbound drawing book is great. An art supply or office supply store will have these materials.

Drawing tool - A soft pencil is good, preferably a 2B or 3B drawing pencil. You can also try a felt tip pen or even a ballpoint pen, just to get a different feel. These can all be found at an art supply store, some office supply stores.

Kneaded eraser - These are sold in art supply stores, or some office supply stores. A small to medium size is good, unless you are working on large paper. These can be kneaded after use, to get a cleaner surface to erase with. These only erase pencil marks, not felt tip or ballpoint. There are erasers made for these pens - look in an art or office supply store.
Exercise 1 - Contour Drawing
(I recommend that you first read Art Instruction, to get the most benefit from this exercise.)
Exercise:

Contour drawing is a good beginning exercise, in the way that practicing scales is good for learning the piano. It uses the element of line to create a three-dimensional outline of objects. Natural objects are especially suitable, like plants, flowers, hands, and the human figure, but it is also good to try drawing non-natural objects, like containers with interesting shapes, or old shoes, which can have a lot of character.
Contour drawing should be done very, very slowly. Place your chosen object in front of you, where you get a good view of it. You will be starting to draw anywhere on the object's edge - but you will be aware of how the object doesn't end at that edge, but continues behind it, usually as a rounded contour, unless the object is geometric, for instance, a cube. (An outline of the object would be two-dimensional, or flat; a contour is three-dimensional.) Keep your eyes on the object as much as possible (try not to look at your paper), and concentrate on what the contour does, every single little curve or meander. Don't worry at this time about getting an exact likeness or correct proportions. If your edge goes into the form, follow it until it ends, and then pick up the contour where you left off.
Try to feel the line, its jaggedness or smoothness, its curve, its delicacy, or sharpness. If you feel the form going away from you, press down on your pencil. Your progress should be so slow as to be painstaking - don't draw the line until you feel sure of what it does next. It is like climbing the mountain, as opposed to flying over it. And don't think about what the form is, like elbow or leaf - just draw the line/contour and what it does. When you finish the outer contours, you can draw the inside contours, for example, the features on the face, or lines on a leaf. Don't erase for this exercise! You are not making a drawing - you are involved in a process of learning.
When you are finished, don't be dismayed if it doesn't look like a "real" drawing. If you do the exercise correctly, and many, many times, you'll see progress as you look back on last month's drawings. Carry your sketchbook with you as much as possible, for when you are in life's waiting rooms. The best time to draw, when you feel confident enough to tackle a figure, is with your family or friends. People are relaxed, in comfortable positions, and unself-conscious - and they make great models. Drawing yourself is good, too - your hands and feet in different positions.
Making it fun for yourself is good, too. Draw things that really interest you, and that you love. Play your favorite music, and wear your most comfortable clothes. Save your drawings - you will see progress, I promise! You are learning to SEE. And the more you learn to see, the more you will see, and that knowledge will in turn improve your drawing.
Recommended Drawing Books:

The Natural Way to Draw, by Kimon Nicolaides, Houghton Mifflin Company, Boston, 1941.

Drawing on the Right Side of the Brain, by Betty Edwards, J.P. Tarcher, Inc., Los Angeles, Distributed by Houghton Mifflin Company, Boston, 1979.
Once you have done many contour drawings, and are feeling adventurous, try:

Blind contour: Try doing the entire drawing without looking at your paper.

Other hand contour: Try drawing with your non-drawing hand. This will really get you to slow down!
Suggested Art/Artists for Examples of Line Drawings/Etchings:

Line has been used in many ways throughout art history; not only with contour drawing, but with variations of the contour. The following are just some examples of the use of line in art: Picasso line drawings (especially portraits) - I was unsuccessful in locating examples of these on the Web; Holbein the Younger (click on the Scholar portrait thumbnail); Leonardo da Vinci; IngresDurer (scroll down to see the engravings); Chinese ink drawings (click on the images to enlarge); the sculptor Rodin's drawings; Mary Cassatt etchings (influenced by Japanese prints coming into Europe in the mid-19th century).

Van Gogh also did many ink drawings using line; rather than limiting his use of line to contours, he used it in the form of variously shaped marks, which serve to create a textural effect, as well as to help delineate spatial depth. A good example of the latter shows how "empty" space (the white of the paper) can indicate a sense of spatial depth as much as the actual lines and marks do so. 
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Art Appreciation
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Nancy Doyle Fine Art
Mass Drawing
Gesture Drawing
Notes on Art-Making
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The Mechanics
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Design I: Meaning
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Reproductions
Design II: History
Glossary of Art Terms
Painting Lesson II:
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Artist Profiles:

Cezanne
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Matisse
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Design III: Guidelines
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What Is Art About?
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