http://mmcgrana.github.com/2010/03/clojure-web-development-r...
Just install leiningen, whip out your favorite text editor, and you don't have to worry about downloading/installing clojure, libraries and deps.
I wouldn't mind contributing to some official getting started documentation if that was possible. Seeing an HN comment as the go-to source for getting started upthread disappointed me.
What you're asking wasn't the intended scope of my comment, but it is covered by the 4th item: http://en.wikibooks.org/wiki/Clojure_Programming, specifically: http://en.wikibooks.org/wiki/Clojure_Programming/Getting_Sta...
To a great extent the previous items are intended to convince you to give Clojure a try/orient you before you start typing in a REPL.
Learning a functional language is not necessarily hard but many people say it's harder than programmers who are experienced in imperative programming expect. The latter are used to picking up new imperative languages and the change to the functional paradigm is not as easy. On the other hand, the more scars they have from side effect induced bugs the more they appreciate it.
http://www.amazon.com/Practical-Clojure-Experts-Voice-Source...
and Manning has 2 MEAP books in the pipeline
http://news.ycombinator.com/item?id=1033503