I think starting with a sport you can watch live is the best way. I once went to a hockey game, I knew nothing about hockey, and thought I'd be bored, but it was pretty fast paced and exciting to watch. I still know nothing about hockey, but I will always remember the experience. I went to watch some of the US Open's tennis a couple of times with someone who knew the game well. That was interesting and easy to follow because my friend explained it. So I think that if you can go with someone who knows the sport and likes it, you'll get a lot more out of it. Also, try to attend some women's sports events, tennis, soccer, basketball, hockey. They are great athletes to follow, and their teams are not that well represented in the main stream.