It means Waikato Environment for Knowledge Analysis as it was developed at the University of Waikato (New Zealand), although Weka as well is a bird that is endemic to New Zealand. I like that maybe because I spend some time in New Zealand myself.
However, the Weka software is easy to use due to the graphical user interfaces it contains. It supports several data mining techniques such as preprocessing, classification, clustering, regression and many more. You can download Weka for free on this page.
Sure you will need some tutorials on how to use Weka! Visit this web page for free video tutorials. You will find videos on how to apply different data mining tools like Text Mining, Neural Network, Clustering etc. and you can download the data sets from the tutorials to experiment with them on your own. The quality of the videos is good and the lectures are given in a understandable pace so you should not have problems to follow them. Although the lecturer gets confused sometimes which can be disturbing for the listener. But my favorite tutorials about Weka are from IBM. They show how to use Weka and how to interpret the results as well, which is an advantage if you want to improve your data mining skills. So I recomend to check out the page.
Ever heard of Weka?