Learn the Values First
You don’t have to be an Agile expert to transform a project team that’s entrenched in waterfall-type methodologies into an Agile project team. You don’t need to hire an Agile expert, nor is it necessary to attend a class or purchase a book. Save all of that stuff for later, when you have a broader understanding of the values and principles that make Agile (the methodology) agile (the adjective).
I started by reading the Wikipedia entry for Agile software development. I recommend that you start there, too. It’s a simple, high-level explanation of Agile. I explored the links included in the entry, which led me to the Agile Manifesto and the principles behind the manifesto. This is required reading for anyone who hopes to benefit from using an Agile methodology to execute projects. These are short documents; I read everything mentioned above in less than 30 minutes. As I read, I realized that if I wanted to be successful I would have to find a way to apply the Agile values and principles to my particular situation.