There are various ways of learning Lojban unique to the individual learning it, but to help you get started here are some suggestions.
To get started, you will need to begin reading one or more of the Lojban Books, such as the freely available online introductory What is Lojban?, the learning text Lojban for Beginners (aka L4B), and the reference book The Complete Lojban Language. These books will teach you about how to read and use Lojban; what the different types of words and grammatical constructs do, how to use them and interpret them; how to express yourself Lojbanically. They will not, however, teach you vocabulary, style, spoken flow, nor other aspects involved in really learning about and using a human language.
IMPORTANT NOTE: Since the publication of most of the books, there has been a change to lojban semantics know as xorlo. It's not difficult, but it's important. Please keep it in mind while you read them.
A separate page has been set to collect cheat sheets to be used as quick reference and help memorization.
New online tools for self-directed learning are constantly being developed. One such tool is the language fluency game "Where are your Keys?". For Lojban, go to website "lo do ckiku ma zvati". Another tool is Lojban Google Wave (works only with the Chrome browser).
The Lojban books and games teach you how to use Lojban, but they don't help you learn the whole vocabulary. For that you will need Word Lists, and flashcard sets from a site such as smart.fm, which is probably the most popular online flashcard site with Lojbanists. Other options include Quizlet (it's online; register and join the lojban group), jMemorize (downloadable) or Logflash (if you are more technically inclined and like MS-DOS). Also, take a look at the jbovlaste dictionary. You will need to have read a little, from one of the learning texts, about Lojban to know what kind of words you need to learn.
A set of pronunciation guides are available to help you speak Lojban.
Try reading a progression of proofread (proofed by at least one lojbanist in addition to the author) lojban texts, starting with short-and-easy through to long-and-difficult. For example, read Terry the Tiger (you can listen to this one too!), then one of the Berenstain Bears books, for example The Berenstain Bears and the Prize Pumpkin, then The Little Prince. For conversational text, try Everyday Lojban, Phrasebook and Some Simple Phrases.
The two most active points of communication for the Lojban community are the Lojban forums and the Lojban IRC chat room. Depending on your preferences, anyone of these will meet your needs. For those unfamiliar with mailing lists, there is a web forum interface to it, which some prefer.
A good idea is to familiarise yourself with common expressions such as Lojban greetings to get you started in chatting Lojban with other Lojbanists. The Lojban IRC cheat sheet provides some useful fundamental vocabulary.
Continue memorizing the vocabulary and using Lojban as much as you can! Chatting with the community can help you with this. Writing a personal diary or performing translations, are other possibilities. Lojban means different things to different people; for some it is a linguistic curiousity — a test-bed for language experimentation; for others a way to expand their mind or discipline their thought; the desire for precise expression; a new way to look at languages; a fun way to meet and communicate with friends; entertainment; a challenge; art; software application; the list goes on! What will Lojban mean for you?
Once you know what words you want to learn, you could try additional memorization software to vastly improve your vocabulary. Chatting regularly on the Lojban IRC channel is another way of using your vocabulary in real time. Some start blogs or diaries, others translate music.
laxma'aspajispaji, the bilingual Lojban/English blog, can be helpful for learning both how various English idioms may be translated into Lojban, and how to use a wide range of Lojban cmavo (mainly in a narrative tone)