I know that unit testing is desirable, and I am interested in doing unit testing. The only problem is I have no idea how, or even where to start really. So my question is:
If you really want to understand unit testing (and get hooked), try it out, it should only take a few hours!
First, I recommend downloading a unit testing framework, such as NUnit (if you want to start with .NET / C#).
Most of these frameworks have online documentation that provides a brief introduction, like the NUnit Quick Start. Read that documentation, then choose a fairly simple, self-contained class for which you are responsible. If you can, try to choose a class that:
Try writing some tests to get good coverage on that class, then compile and run the tests.
Unit testing is simple to learn and hard to master (apologies for the cliché, but it is appropriate here), so once you've done this, start reading around: for example, guerda has provided several excellent links in another answer to this question.