It's probably more complicated than you imagine, but you should definitely be able to grasp it.
First off, you need to realize that web pages are coded with HTML, CSS, PHP, and other sorts of coding. You don't have to know how to code; but if you can you will be able to create much more effectively.
If you want to learn to code, START OFF with it. Work hard at it. One good place to learn HTML and CSS is:
http://www.code2design.com/
You can also find lots of good books and web sites on the subject. Just Google it.
PHP is for dynamic sites. Dynamic means the content changes based on different factors, as opposed to static, which means it changes when YOU (the web designer), and you alone, change it. If you want to do simple stuff you won't need PHP. But if you want to create your own forums or something as complicated as eBay, you'll need it.
A great site to learn PHP is:
http://www.killerphp.com/
You can learn MySQL there too, something you'll probably need to deal with also.
I realize this is a lot of information for you to receive all at once, but try not to get overwhelmed. Take it slow and keep plugging away.
Once you get all this down, you'll need a web host. You might want one to start off with anyway, so you have somewhere besides your computer to put the web site.
A few good and cheap hosts are:
http://www.1and1.com/
http://www.hostgator.com/
There are many more, check them all out and discover your options.
For free, you can host at:
http://www.zymic.com/
http://www.freewebs.com/
OK, now time to move on to what to do if you don't want to learn to code. You could buy something like Adobe Dreamweaver. It can help you create web pages with a WYSIWYG (What You See Is What You Get) GUI (Graphical User Interface). No, I did not make up those terms.
http://www.adobe.com/
You should probably learn to code anyway for the best results with Dreamweaver.
You can also use a free hosting site that provides templates you can use and modify.
http://www.freewebs.com/
http://www.earthlink.net/BuildYourSite
http://www.google.com/sites
There are others, like I said, Google and discover your options.
Hope this helps!