Open them all at the same time, and taste a little bit of each one.
Drinking comparatively. Buy four different bottles of wine and taste them next to each other. If you're just starting out, you can get four different reds or four different whites, just to start to notice the basic differences between a chardonnay and a riesling. Then, try to keep one control in mind: You can choose four of the same varietal (four chardonnays, for instance), four wines of the same region (Willamette Valley pinot, anyone?) or four wines of the same winery or vineyard. Open them all at the same time, and taste a little bit of each one.