Do you want to start learning to develop web-sites or software for desktop and laptop computer?
Free online tutorials for learning web-programming:
HTML:
http://www.w3schools.com/html/default.asp
XHTML:
http://www.w3schools.com/xhtml/default.asp
CSS:
http://www.w3schools.com/css/default.asp
JavaScript:
http://www.w3schools.com/js/default.asp
These four technologies would be involved in any kind of web-programming. At this point, if you wanted to learn more about web-programming such as programming the web-server side, you'd want to learn a server-side web-scripting language, such as:
PHP
http://www.w3schools.com/php/default.asp
If you need a database on your web-server, PHP and mySQL go hand-in-hand and work well together.
mySQL:
http://www.php-mysql-tutorial.com/
I have one warning for you and that is that the w3schools.com has some great, free, tutorials, but they tend to steer you toward Microsoft technology.
I favor open-source as a scripting-language on the server-side such as PHP. PHP will handle most projects. If you want to become a web programmer for a large enterprise, then, you could learn Java, Java Server Pages (JSPs), and Java Servlets, and the Struts framework.
If you want to develop desktop applications, rather than web-apps, I would start at the following tutorials:
Introduction to Computer Science, using Java 5.0:
http://chortle.ccsu.edu/java5/index.html
Sun's Java Tutorial:
http://java.sun.com/docs/books/tutorial/
Also, there is the official Java API documentation from Sun at:
http://java.sun.com/j2se/1.5.0/docs/api/
If you decided to do self-study, you will need the support of a forum such as the JavaRanch.com
http://www.javaranch.com/