How do I get started with competitive programming?

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This question is targeted at people who don't yet have any experience with competitive programming.

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How do I get better at competitive programming?

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Classification notes

This question is about getting started with competitive programming in general, or getting started with a specific online judge/contest. The FAQ has separate questions about getting better, for people who already have some experience. If a question mentions an online judge in the context of getting started on that online judge, then it belongs in this category. Otherwise, it belongs in FAQs about online judges.