----------------------------------------------------------------------------------
Lesson 0: Alphabet and pronunciation
Before you can impress your friends with any Esperanto expressions, you will have to learn how to read and pronounce them. This is all the more important because in this thread and in the Esperanto Cantr region you will only find Esperanto in written form.
The Esperanto alphabet consists of the following letters:

That is, the English letters a b c d e f g h i j k l m n o p r s t u v z (q, w, x and y are missing) and the Esperanto-specific letters ĉ ĝ ĥ ĵ ŝ and ŭ (looking like c, g, h, j and s with ^ on top; u with an upward-turned half-circle on top). All letters exist as capital letters, too, of course. If the letters didn't display correctly just now, you may wish to download some free Esperanto fonts from http://www.skotlando.org/Downloads/wordproc/espfonts/ .
Why the need for extra letters? Quite simple: Zamenhof, the creator of Esperanto, wanted to have a 1 letter = 1 sound relationship, which would give learners the ability to correctly pronounce every new word they see written and to correctly write down every new word they hear, without any ambiguity. In English, the spelling is very ambiguous, because for example only context can tell whether /tu/ should be spelled "two", "to" or "too" and only context can tell whether "ea" should be pronounced as in "bread", "meat", "beauty" or "heart". In Esperanto, one letter can only be pronounced in one way and one sound can only be spelled in one way. He went all the way with that, even insisting that a common letter combination such as "sh", should be pronounced as the combination of the sounds of s and h. Hence the need for a new letter to represent the "sh" sound. You'll find that this lack of ambiguity makes the learning so much easier.
Since the Esperanto-specific letters can be a hassle to input if you don't install special input software, Esperantists have found ways to replace them so that they can be typed using a normal keyboard without special software, or even typed on a type-writer. There are several ways of replacing them:
1. the ^ method: just place the accent after the letter: c^ g^ h^ j^ s^ u~
2. the x method: place an x after the letter. This is unambiguous because Esperanto doesn't otherwise the letter x. However, it looks weird at first: cx gx hx jx sx ux
3. the h method: place an h after the letter. This could be seen as ambiguous because the letter h does exist in Esperanto already, but since the letter h is so infrequent, there are in fact no words where e. g. ch would have to be pronounced separately. I will be using this method in the course because it is most intuitive: when most people see e. g. "ch" or "sh" in a word, they'll automatically pronounce them the way that Esperanto ĉ and ŝ should be pronounced. ch gh hh jh sh uh
Now, for the pronunciation. There's a great site explaining it all and providing audio samples, from several people even: http://mindprod.com/esperanto/esounds.html . This site uses the x method. After the alphabet they offer a few syllable samples, but don't worry, that is just illustration of the 1 letter 1 sound rule, not an exception.
The stress in Esperanto is always on penultimate (second-to-last) syllable of a word, for example it's "espeRANto", "raDIo", "aMIko", "Amo" etc. You can find plenty of audio examples of that on the site since every sample word can serve for it. The text provided further down is a good example, too.
Studying pronunciation can be quite dry. Hence, I suggest not to learn such things by heart but instead study interesting examples. For example, listen to Esperanto songs. You can find quite a few legal mp3s of Esperanto music (sorted by style) at http://panorama.ovh.org/unikode/muziko.htm and through the links on that site. The lyrics of the songs, if available, will be found under a link called "teksto"(= Esperanto for "text", note that the x was replaced by ks, which is the sound of the letter). You may also want to tune in to one of the internet radio stations in Esperanto suggested at http://www.omniglot.com/writing/esperanto.htm or watch Esperanto television at http://www.internacia.tv .
EDIT: here's a flash exercise where you have to recognise the letter based on the pronunciation: http://www.lernu.net/ekzercoj/flash/alfabeto/index.php. An easy dictation exercise can be found at http://www.lernu.net/ekzercoj/flash/prononco/index.php.