Level, smooth ground preferably in an enclosed area is the best place to learn.
Buy the gear and blades then the fun begins. Avoid hills or any inclines until you can carve or brake. You will fall as a beginner, I have fallen many times and still expect to fall sometime again. Only attempt steep hills after the 2nd or 3rd set of skates have been worn out and retired.
Face plants mess up your wrists, elbows and shoulders when you try to break your fall. Watch out for small pebbles, branches, bottle caps, tin cans...elephants, cars and zebras. (dogs, cats, people). Rubber in the cracks on roads can easily trip you as can uneven sidewalks, leaves and sand.
Don't forget to buy comfortable blades as you might be in them for hours. Try higher skates for ankle support. Try both pairs on and hold somethig solid and flex your feet forward, backward and sideways to figure out if there are any pinch points.
Protective gear should be available at the place you buy the blades from. If you have strong wrists, weight lifting gloves work fine...as roller blade wrist guards may slide as they have plastic palms.
A hockey helmet with metal face guard and hockey elbow pads are great when learning tricky turns, twists and manouvers.
I still wear my hockey elbow pads, knee guards and and weighlifting gloves. Night at the waterfront trail at the foot of Port Union Road. The tunnel under the train tracks is awesome at full speed in pitch black darkness with a small flashlight in hand.
My ILQ 9's with 90mm wheels are 4 days old and showing visible wear - I guess whipping down the very end of Lawrence ave. east and into Rouge Beach Park is taking it's toll.
7 km of kick *** sweat and a dip in the pool is a great way to end my day of playing hookey.