The single action/double action thing gets a little confusing. There are basically three kinds. Single action only, double action only, and both single and double.
If a gun is single action only, an example would be the single six or single ten, you have to pull the hammer back for every shot. If the hammer is down, you can pull the trigger all day long and nothing will happen. This type revolver typically has a short, crisp trigger pull that is usually fairly light.
In a double action only revolver (an example is the Ruger LCR), you cannot pull the hammer back manually. The hammer is actuated by you pulling the trigger. Typically these are self defense guns. The trigger pull on these is much longer(more travel) and heavier(harder to pull) than a single action only. On this gun, everytime you pull the trigger, the gun will fire.
With a double/single action gun, (Ex. Ruger SP101) you can do it both ways. If you want to do some rapid firing, keep pulling the trigger. If you want to shoot it single action(pull the hammer back for each shot) you still can. When you do this, the trigger pull for each shot will be short and light.
After I wrote all this I figured someone has probably made a youtube video for this.
Here's one I found. Note the first two are single/double and see how that when he manually pulls the hammer back, the trigger also comes back.
He doesn't show a double action only, but you'll get the idea.
http://www.youtube.com/watch?v=cm5gdxMcNO0
For a first revolver, I would recommend either a single action only, or the single/double type. It's not that the double action only aren't good, it's just more difficult to shoot accurately (for most people) with that long heavy trigger pull. But you are right, you need to get to a shop and check them out. Ask them to show you all three types and play around with them.