I really encourage you to get the starting strength book and read it thoroughly before you start squatting. It's better to spend a little money and wait to make sure you don't jack yourself up.
One reason I had said to practice unloaded, is that if you have poor squat mechanics or don't know how to 'pull' yourself down with your hips the weight on the bar will make it happen, not letting your know you can't do it.

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