Eat real food. Meats, seafood, vegetables, healthy oils and fats, fruits, organic whole fat dairy, and nuts. What NOT to eat? Sugar, grains (including wheat, rice, barley, oats, corn, etc.), fruit juices, reduced- or lowfat dairy, processed foods, MSG, hydrogenated oils, preservatives, or anything else that can't be pronounced.
My main entry into the primal/paleo world came via the blog of Mark Sisson - Mark's Daily Apple. Fantastic daily content on healthy eating, fitness, natural lifestyle choices, and generally improving your health and quality of life! Check out his blog post The Definitive Guide to the Primal Blueprint as a starting point for understanding his approach to the primal life.
Next, check out the fabulous PāNu (Paleolithic Nutrition) 12-step process for getting into a primal/paleo eating pattern. Going gradually to a primal/paleo eating style is definitely the easier approach than cold turkey! Note that I still cling to my (organic whenever possible) dairy - and so do not qualify as "orthodox paleo". :) I love Dr. Harris' very dry, skeptical, understated writing style, as exhibited in this post, where he wryly observes, "I hope the shirtless photo helps give you an idea of how much sun I was getting as well as just how obese one can get eating 70% of calories as fat."