I'm going to go out on a ledge here and give you a longer list of what you need than many other sites may venture to give you.
What you Need:
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A willingness to learn. Programming isn't easy. It's not that hard, either. If you've been able to keep up with current generation games for consoles, you're already a learner. This is good.
Be willing to participate in the community by asking for help when you need it and providing help when you can to others. This will provide for the most successful XNA community. I encourage you to seek out forums and register to participate in them. Also, if you have some friends interested in making games, get together with them and share tips and experience.
Onto the technical needs:
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A Windows XP (or Vista, when it comes out) Computer.
A video card supporting DirectX 9.0c and Shader Model 2.0.
C# Express and XNA Game Studio Express downloads from Microsoft.
Most of you know how to get Windows XP (buy a computer, or build one and get a license to install it). Now, onto the software packages... download from Microsoft's XNA development center here.
This would be a great time to read through Microsoft's brief XNA FAQ page.