youve got 2 issues.. one is how to store the info, the other is how to secure the site.
you can do either or both, but securing the site doesn't neccesarily require SQL. Eithe rprocess will probably require exposure to a scritping langauage like PHP, ASP, PERL, Ruby, Coldfusion or whatever.
Before selecting the SQL engine to use find what your ISP offers and select that.. it will almost certainly be MySQL, but could just as easily be file server SQL like SQLLite.
If you want an interactive site then then effexctively you are going down the route of creatign a content management system.. for that you will definatley want to start using scripts. You may also want to look at using AJAX to provide a better degree of interaction. AJAX is wahts behind most of th so called Web2 applications like Google Earth, Yahoo and many other sites.
You will probably need to use cookies (although its not required, in PHP for example you cna create a site that works fine without requiring cookies
Id suggest dooing a google on CMS (Contnet Management), AJAX, server side scripting
Ive alowasy found W3schools pretty good