I have been visiting the Internet Explorer Usenet groups, and have been seeing a lot of "I built my site with XXX program, and it doesn't work in IE8!" IE is a lot less fault tolerant and more standards compliant, so the things "deeziners" used to get away with before don't work anymore. So, listen, and listen well.
The first thing you need to do is get a good grasp of HTML (Hypertext Mark-up Language). Understand the meaning of each element and element's attribute. It's not difficult, there's an element for everything. Understand that you can style elements with CSS (Cascading Style Sheets). Understand that you will be a lot better off using a plain text editor instead of a WYSIWYG editor like Dreamweaver because you will learn as you go.
Tutorials:
Let's Start Learning HTML the Right Way [http://www.cavalcade-of-coding.info/html/index.php]
HTML-Dog [http://html-dog.com]
Stay away from W3schools, at least for HTML, it's fine for getting your feet wet with Server Side languages like PHP and ASP.
Learn to love the HTML specs and the HTML validator (http://validator.w3.org). Always validate your documents. Frequently, if something isn't working the way you think it should, validating will bring up the error that is causing the problem.
Get several browsers to test with. I use Opera as my default browser, and I use Firefox's Firebug when something isn't behaving the way I think it should. Then I test in Safari, Chrome, and K-Meleon. I do a final test in IE - I suggest getting Multiple IEs because it will allow you to test in IE6, still the most popular browser.
Now, to that first page.
1. Use a Doctype - new pages should use a Strict Doctype, and stick with HTML, don't bother with XHTML.
2. Make your title element meaningful, not "Home".
3. Use the H1 element to reflect the title element.
If you ever had a journalism class, you may have heard, Who, What, Where, When, Why and How. Your first page should answer those questions at a few sentences each, and lead to other areas of your web site.
How about including one page in another, if you don't want to have to change that menu through every page in your website? You can use some sort of Server Side Include (recommended), depending on what your host has available. Most hosts now will offer PHP, which is also pretty easy to understand (and you can go to W3schools.com to look into that).
Once you have your page/site the way you want it, you can get yourself a domain name, and a web hosting account. If you just want to test, then go to a place like 000webhost.com and get one of their free accounts without a domain name. For good and inexpensive domain registration, go to GoDaddy.
Lurk and ask questions in appropriate authoring Usenet groups:
alt.html (anything HTML/CSS related)
comp.infosystems.authoring.www.html (HTML)
comp.infosystems.authoring.www.stylesheets (CSS)
comp.languages.javascript (JavaScript)
If you do not have access to Usenet (preferred), you can always check Google Groups for those groups.
How about doing something "cool" with your page? Maybe some animation, special cursors, flash widgets? When you get more proficient with HTML and CSS, then you can delve into javascript and flash. Learn to walk before you run.
Hope that helps!