Until you are well educated in stocks & trading or other types of investing, the best two things to start with are saving money (obvious, I know), and investing in mutual funds for long-term. (What kind of mutual fund? Probably a targeted retirement date one if you're starting from a clean slate.)
The absolute worst thing you want to do is to be buying and selling all the time, because small fees are charged with each transaction... they really add up! Money.com has done countless studies on the long term profits of "day traders" and (if my memory serves correctly) less than 2% of them outperform simple buy and hold people that have little/no education of the stock market.
One market that will typcially offer the highest return on investment (ROI) is real estate; mostly because of the high leverage ratios available. However, that is a double-edged sword because if you make a bad investment, the losses are leveraged also. I plan on moving into real estate in the next couple years, but I have been reading up and researching the topic for over 5 years now. You really have to know what you're doing before diving in.
Hope this is helpful!
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