First time starting a compost pile...Help?

I want to try gardening but my soil needs some work. Everyone has suggested using compost; they say it's "soil gold." The question is, how do I start a compost pile? I want just a small, indoor thing, like in a milk jug or something. But what do I put in it? Will it smell? Do I add anything else besides the food scraps? Do I need to do anything to it (stir it, mix it up, etc)?