Before you start flying, first decide what you want to accomplish with your pilot's license. If it's strictly for pleasure and you'll be flying small single engine aircraft during the day, then a Recreational Pilot's license is probably the best value for your money. However, if you think you might like to take more than one passenger up at a time, or fly at night, then the Private Pilot's license is best.

If you're looking to make a career of flying, then it becomes a two-step process whereby you first get your Private Pilot's license, then your Commercial license.

Whatever you decide, remember that flying is not difficult. If you can drive a car, then you can probably fly an airplane. However, bear in mind that flying is relatively unforgiving when it comes to mistakes. You have to have your wits about you while flying. But that's all, there's no other magic involved.
  Not surprisingly, flying small airplanes is still 44 times safer than driving an ordinary car in terms of fatalities (1995 FAA statistics, on a per mile traveled basis).