How do I get started playing Dungeons and Dragons 4th edition by myself?

Dungeons and Dragons is very much a social game. As such, there is no real "by yourself" to it. The only things you can really do separate from a group in D&D is to educate yourself on the rules of the game, and prepare for whatever sessions lie ahead.

Toward that end, I recommend two things primarily:

1. Learn the rules. Study all of the non-class/race-related sections of PHB1, and look online (here's always a good start) to find answers to any questions you may have about general gameplay. If possible, the Essentials Rules Compendium is also a must-read.

2. Create a few characters. These can be characters intended for an upcoming session, or just some "dry run" characters to get your head wrapped around the process. This will also give you a chance to review all the options available to you, so that you have an idea of what kinds of characters you'd like to play. Try leveling your character(s) up a few - even all the way to 30 if you dare - if you really want an idea of how your character(s) may develop.

In the end, if you really want to get started in D&D, you'll have to find a group. For this, head down to your FLGS (Favorite Local Gaming Store) and inquire about the local games. Chances are, there's a few that are run right in the back room of the store. You can also search various places online.

When you do find a group, prepare for your first session with the following:

1. Create a character appropriate for the group you'll be joining. Ask the DM what level you will be starting at, and if there's any particular house rules you need to be aware of regarding this. Also, it would be good to know about the other characters in the group so that you are aware of any combat roles that may need filling or already be over-filled. If possible, send your character to the DM ahead of time for pre-approval and critique.

2. Once your character is finalized, print your character sheet.

3. Study. Review the character sheet so that you know your character's powers, feats, immediate interrupts, and other strengths and weaknesses. Also, review any rule sections that are especially applicable for your character - like Forced Movement for Psions, Flanking for Thieves, and such. Again, the Essentials Rules Compendiumis a great resource for this.

4. Arrive early, and prepared.

Some essentials to have on hand:

• Your character sheet.
• A notepad and a couple pencils.
• Minis to represent your character and any other unique items you might need to put on the map. (e.g.: familiars, floating lanterns, etc.)
• Dice
• Rulebooks

Optional items:

• Any permitted food/beverage items you'll need to help you make it through the session.
• A laser pointer, for "remote character control".

Additionally, if you want to get a feel for the flow of a real D&D game on your own, there's several websites that have podcasts of actual D&D game sessions available for download.