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For people new to these games, I would actually recommend the Dragon Age P&P. Its ruleset is so incredibly more simplistic than the other examples mentioned here that I think it'd be a perfect start, whilst its stunt system still mixes things up sufficiently to prevent combat from getting boring. Also, the setting is rather cool and somewhat innovative.
http://greenronin.com/dragon_age/

Other than that, The CF has really already said all the important stuff.

DnD being "satanic" just makes me roll my eyes. I know it was the subject of a Christian propaganda campaign which, by modern standards, seems uninformed, hyperbolic, hypocritical and ridiculous. Check out the insane comic on this website here to see how they attempted to twist it: http://www.chick.com/reading/tracts/0046/0046_01.asp
For more informed background information, read this: http://en.wikipedia.org/wiki/Dungeons_%26_Dragons_controversies
Personally, I'm fairly sure that the Church has motivated more murderers, even in the most recent times, than some RPG.

If you're not sure what kind of game you'd like to play, perhaps we can help you find something. Is there some genre you like most from movies or novels, like sci-fi, fantasy, horror, etc? Would you prefer a more optimistic or a dystopian setting? How much combat would you want to have compared to, say, investigation or exploration?

Piston Honda wrote:Is there a limit to actions you can do?
List of actions and abilities?

Generally, yes.

Some games are more limited than others. For example, one book might say you can only do one thing per round. Others may assign specific "values" to certain types of actions and then let you combine them. For example, using a single "Full Action" or two "Half Actions". In terms of abilities, it is usually a mixture of creativity backed up by the rules. For example, the player says he wants to do something, and then the GM looks up what sort of skill or attribute would be most appropriate to test. Some games have loads of lists for each individual ability and allow you to improve each one, others are more freeform and generalise them.

The specifics depend on the game you're playing. Rules may differ a lot from one to another, and some are more complex than others.

Piston Honda wrote:But and RPG involving a person as a leader of a nation trying to screw each other economically, use military might, use religion or propaganda to brain wash a population, etc would sound fun if such an RPG exists.

There are RPGs for just about anything.

I tried something like what you are talking about here many years ago - it was a book called Fields of Blood which was supposed to be an expansion to d20 games where the player characters would end up as warlords and rulers, but you could perfectly just start a campaign in this situation as well. My group ended up playing it like a game of Civilization, but we had loads of fun fleshing out our custom-made nations with background. That's one of the great things that pen&paper games allow you to do - you are not bound by whatever a developer presents you with but can let your creativity flow free.

For your first game, Balance gave a very good advice - try looking around for existing groups in your area where you could join up. There are directories specifically for gaming groups on the internets, and I'd say N.Y. in particular should be chock-full of P&P gamers.