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The thing is, I've never watched any anime before and don't really know how I'm supposed to or if there's a "proper" way. Hm.

Just find the first episode online and watch it. If you like it, watch more episodes. It's 109 episodes long, though. And there's the 43-episode sequel.
And don't pay attention to any dub vs. sub arguments. Try watching it with subtitles first, to see if you can handle viewing it like that, and switch to dubs if you don't like it. The first 36 episodes are dubbed. I can't imagine you'll be missing out on anything incredibly important after watching the first 36 episodes.

I see! That's a lot simpler than I thought, to be honest. <img src='http://www.cavestory.org/forums/public/style_emoticons/default/grin2.gif' class='bbc_emoticon' alt=':D' />;

Thank you for informing me. I've never devoted time to watching anything but Friends and Monk, so maybe this will be neat. c:

I meant to respond to this a while ago (but I couldn't decide what to recommend...)... D: Did you ever start watching it? I've never seen Fist of the North Star... isn't it pretty violent? Was it good? (Was your sudden interest related to the PAD Fist of the North Star egg machine events...?!) <img src='http://www.cavestory.org/forums/public/style_emoticons/default/tongue2.gif' class='bbc_emoticon' alt=':p' />

Mmmm but there are indeed a lot of great shows out there, and I highly recommend watching anime... But everyone reacts differently, and personally I didn't start watching anime till much later on. I didn't really jump on the bandwagon, and discovered it in my own way, in my own time...

I wonder if you'd like Card Captor Sakura... or if it'd be too... feminine of a show? To me, it's one of the most family oriented shows I've watched. When I saw it back then, I was kind of depressed, and every episode was just so... positive! <3 It's one of the few long shows, that I'm tempted to go back and watch someday... It's also one of the few shows that hooked me on the very FIRST episode... So if you like the first episode, you know you're set. If not, then pass... (NOT TO BE CONFUSED WITH ENGLISH hacked VERSION, CARD CAPTORS) ... Hmm, but since it's a show in Japanese, maybe you'd be better waiting till you're used to it, and start with an english spoken show...?

If you're more interested in some awesome fighting instead... Hm...
Full Metal Panic!, might be a fun show... and maybe it'd be an ideal candidate for watching in english.
It's a classic xD

Kenshin and Trigun and Cowboy Beebop
Speaking of classics... These were really good mainstream shows with some amazing moments. And are good in english, I believe. Might be a great starting point... But, they are older shows now...

If you wanted to jump on something newer... but in Japanese...
I just finished watching Magi : Labyrinth of Magic (season 1) and Magi : Kingdom of Magic (season 2). I get the feeling that you *should* watch this someday, and you'll probably enjoy it quite a bit if you stick with it ;D I was dubious at first... but it turned into a really enjoyable journey.
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I had some other shows listed as well, but up to you if you want even MORE recommendations :] First you probably need to actually be an anime fan! The ones mentioned might be a good starting point anyway~