A good simulator is Real Flight.  If you get the expansion packs they provide a good selection of jets.  The reason I like it best is because I can connect my real radio to the simulator and get practice with the equipment that I'll actually be using out at the field.

Just use some common sense and don't fly around people or buildings your first time.  Even experienced pilots crash.  It's always a good idea to go out with someone who knows how to fly and have them fly your plane first to check it out.  I thought I'd be able to fly my first time after I spent many many hours on the simulator.  The real world is a lot different than you expect.  My biggest problem was the realization that I was in control of a REAL plane that cost me a lot of money, which made me nervous and when the ailerons stopped working at low altitude I couldn't think fast enough to get the plane out of its death spiral.

I also recommend buying a good radio to use with any planes you might acquire after your first.  6-9 channels, digital, etc.  (It's been a while since I bought a new radio so I'm not sure what bells and whistles they have these days).  Just don't skimp on the radio, that was another mistake I made at first.  You'll likely "grow" out of a less expensive radio pretty quick.  It will mean that you'll likely have to replace any receivers that might come pre-installed in some ARF/RTF planes in order to be compatible, but that's just a good idea anyways.  The electronics that come with most inexpensive kits aren't worth the effort to throw them away, servos included.

Others might have their own opinion and advice, this is just my two cents.  Good luck!!