J systems can be installed and distributed for free. To install, download a release appropriate for your operating system, and follow the installation instructions on the download page. For more detailed installation instructions see System/Installation.
Once J is installed and loaded, you can get a quick overview of the language by selecting menu Studio|Labs, and running the first few labs. Next try some of the demos in menu Studio|Demos.
The Studio page has basic examples of J, plus some of the online Labs.
Reading the Primer is a good place to start. Even if you have considerable programming experience, there is much that is unique to J, and it is worthwhile to at least skim this book before jumping into the deep end.
Learning J is an excellent introduction and overview of the core J language, see Learning J.
J for C Programmers is a guide for making the transition from scalar languages to J. Early chapters describe J in terms of C, but the reader is weaned off C as the book progresses, and many J programmers ignorant of C have found the book a useful companion. Available in a J installation (via Help|Help), in indexed pdf form, or as a Microsoft Word 2003 file. You can also buy a hardcopy from Lulu. The book makes reference to a J script file.
Easy J is a gentle introduction for the complete beginner, see zipped pdf.
The J Reference Card is a very handy 2-page summary of J primitives available in pdf form.
See Showcase for more examples and articles on J.
The J Forums are the best way to to request help and support, or to report bugs.