How do you start investing in the stock market?

I live in London and want to begin investing money in the stock market. It won't be thousands of pounds or anything, so I can't really afford to have brokers hired etc. How exactly could I go about doing it? Is it best to do it online? Do I need a broker? I am fairly competent with markets but have never tried investing. What is the least amount you have to invest, or does it vary between companies?

I am basically asking for a full guide on how to begin to invest into the stock market.

What is a VPN?

VPN is (Virtual Private Network) were first used by companies to enable their employees to securely access internal systems such as email remotely (e.g. from home or while on business trips). Today they are increasingly being used for personal use by individuals to protect their privacy while online in public places (e.g. when using the wi-fi connection in a cafe) or in a country where the internet is censored / blocked (e.g. China, Saudi Arabia…).