If your company offers a 401 K plan, you need to be involved in it.
Try to meet the company match portion of the program, but if that's to much to start, try just 1% of your salary. Since the money is invested before taxes are assessed, at 1%, you will most likely see less than $20.00 drip in your take home pay. Remember that small investment can yield hundreds to thousands at retirement.
Once you start, attempt to increase the amount in 1% increments, without putting a financial strain on yourself. Keep in mind though, with other rules, restrictions, and regulations, you don't want to max out your annual contribution amount so that in the last part of the year you are unable to contribue, thus loosing the company match at those times (a key aspect to the whole program)