If this is your first motorcycle, check out the new Kawasaki Ninja 250. They redesigned it for '08 and it looks pretty darned sharp, even though I'm not a sportsbike rider.
It's probably the only sportsbike available new for under $4,000. Maybe some of the Chinese imports are in that price range too, but we don't have dealers for those around here.
First, get yourself into one of the rider safety classes, if they're available where you live.
Second, start pricing and budgeting for the expenses of motorcycle ownership - mainly gear and insurance.
Third, start reading online reviews, talking to riding friends and family, and visiting dealers. The only way to know if a bike fits or not is to sit on it.
Also, check out this forum where I'm also a member:
www.beginnerbikers.org . Lots of new riders, thinking-about-becoming-riders, riding instructors, and super-duper experienced riders are members there and everyone is usually delighted to talk about entry-level motorcycles to a new guy.
Good Luck!