This is one of the best jazz albums in my opinion, and easy to listen to. It is a recently (2005) found tape of Thelonius Monk and John Coltrane playing at Carnegie Hall in Nov 1957:

At Carnegie Hall – Thelonious Monk Quartet With John Coltrane – Listen free and discover music at Last.fm

Also, if you are getting into jazz improv, I recommend Keith Jarrett--he is completely improv on piano (and still going strong--just saw him at Carnegie Hall in January 2009--amazing mix of middle-age to large young-crowd following.... concert was recorded and MAY be released this year.) I like The Koln Concert (1975) album best:

YouTube - Keith Jarrett - The Köln Concert (Part 1)　January 24, 1975

You should listen first to the Main musicians in jazz history in a chronological order.
For example : Scott Joplin, James p. Johnson, Duke ellington, Count basie, Charlie Parker, Bill evans, chick corea, Keith jarret, michel petrucciani... ( just an example )

I like jazz and blues

I started buying random jazz records from the local record store. There all relatively cheap, and its been a very good indication to what types of jazz I enjoy and which types I do not. I got into Duke Ellington and Count Basie that way.