Seasoning a cast iron skillet will begin by scrubbing your pan with hot soapy water and a scouring pad then drying. You can use canola oil to cover every surface of the cast iron. Preheat the oven to 250 degree oven and place a cookie sheet on the rack below the pan to catch any drips for 2 hours. You can see the process here for tips and techniques: http://www.youtube.com/watch?v=THgcMtxecvE.
To season a cast iron skillet, you will need to first preheat your oven to 325 degrees. You will then coat the inside with vegetable shortening and bake for 1 hour. Remove the skillet from the oven, rub it again with shortening and bake it for another hour.
Cast Iron skillets are better if they are purchased used. This means that they have already been seasoned. Cooking bacon in a cast iron skillet every day for one month will properly season your skillet. Wipe the pan clean daily but leave it looking shiny or greasy so that the flavor and oils seep into the iron.