Read up on the history of modern dance and its pioneers, like Isadora Duncan. This will give you a grounding in this innovative dance form and give you creative ideas even before your first lesson.
Call your local college or adult learning center to see if they offer modern dance lessons. If not, you may be able to find a private teacher through Craigslist.org or your town's performing arts paper.
Do basic dance moves to prepare yourself for your first lesson. You may want to do some yoga, jog or loosen up your limbs with other exercise before that first challenging modern dance lesson.
Study modern dance videos. They are available from a number of sources, including Amazon.com, and can keep you moving and learning between lessons!
Practice your modern dance moves, preferably in a large room with hardwood floors and plenty of windows for natural light. You can always use a mat if you feel you need a softer surface to practice certain moves. Some modern dance moves require plenty of room to move, so look for the perfect practice space.