Go cold turkey. Find a game that you think is nice, and then churn through it. Any of the Unreal Tournaments will get you started off nice. Basic logic being to find games that have the least features and things to worry about (like ammo, tactics and strategy). And then move up into more sophisticated games... as in those confusing games that have more keybindings than Word.
Instead, it might also be advisable to raise your BS tolerance level by going out and downloading any of the free multiplayer FPS games (WarRock, Combat Arms, Blackshot etc). You'll be exposed to the cream of the crop of glitchers, cheaters, whiners, bad spelling and bad game design.
My logic in this being that you should start off with things that are "sub-par" for the lack of a better word, and then move up to the Triple-A titles, named by some of the people above me. Kinda like leveling up from the snotty bandit to the angelic savior of the universe.
The bottom line of these would be to see if you can enjoy yourself. If, after some time, you still feel like this is not your piece of pie, then it isn't.
PS: Know those little game fantasies, with you being all heroic, bullets whizzing by, bombs going off? You standing there, against impossible odds and winning with the angels singing in the background. Yeah, those. Sorry bud, it's never like that.