The first step in entering a lake or other body of water is to get one's feet wet. Therefore, this is an idiom for taking the first tangible step towards some kind of goal. This is always action of some sort, rather than simply an exchange of words or ideas.
Example: Instructor: "Okay, I realize this is your first time using Photoshop, but the best way to learn is to get your feet wet and start using it. Of course, I'll be walking you through this lesson step by step to help you become accustomed with the basics."