The Steps You Should Take
If you want to learn how to play tennis, the first thing you should do is take tennis lessons from a qualified tennis coach. You'll find the game so much more fun if your strokes are fundamentally sound.
If you play too much before receiving any tennis coaching, chances are that you'll develop some really bad habits that will not only be hard to break, but will also severely limit your chances of improving. (Of course it's never too late to improve your shots, it just gets harder and harder to do so the longer you leave it.)
Once you've received a few lessons, the next thing to do is find a partner and play. If it's practice you want, ideally, it's much better for you to play with someone who can hit consistently and accurately. rather than with someone else who is also learning how to play tennis.
The reason for this is that your rallies will be much
longer, you'll get to hit more balls (and spend less time picking them up), and you'll improve much faster.
If you can't find a hitting partner (or even if you can), another great way to fast-track your improvement is to use a ball machine and practise against a wall or volley board.
HOW TO PLAY TENNIS INSTRUCTIONAL VIDEOS
If you want to speed up the learning process. my friend, Tomaz Mencinger, presents a series of instructional tennis videos that make it dead easy for you to "learn how to play tennis quickly and without the frustration that beginners often experience with tennis?"
I have viewed all the videos myself, and have no hesitation endorsing Tomaz' comments when he says of his tennis for beginners instructional videos that "this beginner's package fills the gap by teaching you how to play tennis as well as how to swing. It shows you exactly how to speed the motor learning process, so that you improve much faster than beginners normally do.