Start by learning a language. If you're a beginner, starting with C++ or Python is good (Python is easier to grasp for beginners than C++ in my opinion, but C++ is a more popular language, and quite capable). Just be mindful, competitive programmers have certain habits that regular programmers would disagree with, but which are really helpful in a programming contest (for example, in C++ things like "using namespace std" and "#include <bits/stdc++.h>" would usually be discouraged, but are used by nearly every competitive programmer).
After you're familiar with the syntax of the language, as well as topics like functions, arrays, and data structures, I would suggest you start trying out competitive programming problems on websites like Codeforces (codeforces.com) which offer rated questions of all levels of difficulty.
Last but not least, practice a lot! This is the only way you'll get better at the language, and the problem-solving aspect of competitive programming.