Wow, everyone is just boosting his favorite version control utility.
OK, to answer your question, how do you put a project under version control?
It's not that hard, once you pick a version control utility (be it, git, svn, hg, bzr .. whatever) there's usually a command or two to initialize a repository then add all the relevant files to it.
For instance, in git it might be something like:
$git init
$git add --all
$git commit -m"First commit"
Now, about choosing a version control utility, that's a tough question and highly depends on what you want. You might want to have a look at this question:
Popularity of Git/Mercurial/Bazaar vs. which to recommend
The only tools you should consider choosing among are:
git
svn
(Subversion)
hg
(Merculiar)
bzr
(Bazaar)
mtn
(Monotone)
Everything else is either old or commercial.
svn follows a server-client model; there's a central repository. If you're a one-man team then the only thing this means to you is that you have to setup a server and make sure it starts with the computer. Though I heard that you can do away with the server. A bit of googling turns up this guide for using svn without a server
All other tools follow a distributed model, again, if you're a one-man team, the only thing this means to you is that there's no server to setup.
The advantage of svn is that it's been there for a while and has many gui front-ends and better IDE integration.
I can't compare git to hg (merculiar) since I haven't used the latter, but git has a unique storage model compared to svn and hg.
bzr is said to be easier to use, but slower (it's written in python).
I'm personally satisfied with git, but you should do your own research; or maybe just choose one and stick with it. As far as I can tell, they're all mature and stable.