Start with the latest in HTML/XHTML programming. Don't study methods that are outdated and useless now these days, it will only hold you back.
http://www.w3.org/MarkUp/Guide/
http://www.sitepoint.com/article/html-css-beginners-guide
http://www.webstandards.org/learn/external/xhtml/
http://www.w3schools.com/xhtml/default.asp
Learn XHTML and CSS first. Those are the foundations of web design and development. All the other stuff you can learn later, like PHP, MySQL, AJAX, Ruby, etc.
Learn how to code cleanly, using valid code and markup
http://www.alistapart.com
Fantastic resource for learning.
Then when you have the basics of XHTML and CSS down, move on to JavaScript, then PHP/MySQL, etc. Don't rush it though.
Do some design in-between. I find, when I am coding most of the day, I get tired and want a break. Do some design stuff in Photoshop or some Flash. Google "free flash tutorials" and "free photoshop tutorials" you'll get a million hits for each.
Find some message boards and usenet groups too, there are a ton of people lending their help and advise there also.
Hope this helps, get in touch with me if you want some help and guidance. jaxicle@yahoo.com
I'm also looking for an intern for my business, if you'd want to jump in and get your feet wet that way also.