If you're on Linux (or Mac, with Xcode installed) then, as said by previous poster, GCC is already there for you - to call Fortran compiler front-end, use "gfortran" command from the shell. If you're on Windows, and used to Visual Studio, then
FTN95 may be interesting for you. Furthermore, many commercial Fortran compiler vendors (like Intel, Portland Group, etc.) provide free versions for personal use. And there are other options too, like for example
G95. As I mentioned in another post some time ago - the market of Fortran compilers is rather healthy and diverse.
As for learning the language, for quick overview of basic stuff I'd recommend this
tutorial; and out of books available, I still like
Fortran 95/2003 for Scientists & Engineers, by Stephen Chapman, most.