First, read about it. If you know the process and the unique qualities of a single malt or blend, then it becomes an adventure, not just a drink. Go to www.maltmaniacs.org you will find out a lot of things in this one website alone.
Second, you don't DRINK single malt. You sip it. Because that is the only way to really appreciate their unique character.
Third, try it neat first (nothing added). If it is too strong for you, add a few drops of water and sip again until your palate starts to accomodate the taste. Never put ice on it. Ice are used for bad- tasting blends to cover the taste.
Fourth, you can appreciate the taste of good scotch by its nose (smell). If it is offensive on your nose, you don't have to drink it because you probably will not like it. If you close your eyes and nose a single malt and experience small colorful flavour fairies dancing in your head, you can be assured that you will like that malt.
Last, try the sweeter or sherried single malts first like Macallan or Aberlour (around 43% alcohol, don't get cask strength which is 56-60% alcohol). If you like it, I recommend you try Laphroaig and Lagavulin next. Then your adventure truly begins. You will never look back.
If you want to start with blended scotch, try Johnnie Walker Black or Gold. They are good blends. Johnnie Walker Blue label is also very good and probably better but too expensive.