WHAT ARE DOUJINSHI? Doujinshi means fancomics. It's like fanfiction, only drawn. It can also mean original works that are independently pressed and distributed by the artists themselves.
WHAT ARE CIRCLES? Circles are single artists or groups of people who come together to create doujinshi.
ISN'T THIS ILLEGAL? Technically, yes. However, some mangaka (Japanese comic artists) got their start from creating doujinshi, and they can also stir up interest in a certain series, so companies tend to tolerate them.
A5? B5? A4? WHAT IS THIS, BINGO? These are types of sizes of doujinshi (small, medium, large) - I guess it saves time and makes things less confusing to use this instead of listing measurements. A5 is roughly 5 7/8 x 8 1/4 inches. B5 is roughly 7 1/4 x 10 1/8 inches, and A4 (the third size) is roughly 8 1/4 x 11 3/4.
WHY SHOULD I COLLECT IT? It's fun and pretty! And fun! Did I mention fun? Doujinshi give you what your favorite medium (be it a TV show, pop group, etc.) could not or did not. Let's say you'd like to see two usually serious characters fight over the last pint of chocolate ice cream, or crossdress. Doujinshi can do that. Or maybe you want to see a romantic pairing that wasn't explored in the story (be it plausible or totally impossible). Doujinshi can do that. And if you can read Japanese, just a little bit, it can be even more enjoyable, especially if the circle got things mixed up and didn't seem to know much about the characters they were making doujinshi for!
WHAT CAN I FIND?Almost anything! From South Park to Harry Potter to Pokemon, odds are good that one exists for it! Once you learn how it's written in Japanese, it makes it easier to find it.
WHERE CAN I FIND THEM?
Normally I would recommend EBAY, but selection has gone down and prices have gone up. I can't say why this is - your guess is as good as mine - but if you're desperately searching for a certain doujinshi or want to avoid high shipping charges, you can check this too.
HOW MUCH DO THEY COST? Well, it depends on the subject, condition, and page number. For instance, a doujinshi focused on a certain coupling or series will cost more than others (especially if the series is popular - that shoots up the price right there). On average, the cost is $10 in the states, but I have seen some go for $20 and up (even reaching heights of $50!). If you're lucky enough to be in Japan, you can sometimes find them for as little as $1 (keep in mind, though, if you use a bidding service fees will rack up).
WHAT TERMS SHOULD I KNOW?
Sometimes it's easy enough to tell the genre by the cover alone, but looks can be deceiving (believe me on this). If possible, do research on the circle or doujinshi itself before you buy it.
SHOUNEN-AI - Male/Male romance. Tamer than yaoi, more like a cute and sweet love story.
YAOI - Male/Male romance, only more hardcore. Contains graphic and very adult situations.
SHOUJO-AI- Same as above, only Female/Female.
YURI - Same as Yaoi, only Female/Female.
NORMAL - What is considered a "normal" pairing (boy/girl), or just an ordinary doujinshi that can't really be classified by a specific genre.
GAG - Humorous, wacky.
HENTAI- ADULT. Contains graphic situations, exaggerated body parts, nudity, etc.
CHARACTER PAIRINGS - Basically a love story between two characters of a series. Above terms can apply.