Do you have a topic in mind at all ?
The most important part of any website is its content and so you should start with that.
You will need some software to help you along as well. There are a variety of web authoring programs available from code editors if you want to play with the HTML code that makes up a web page, to What You See Is What You Get (WYSIWYG) editors like Dreamweaver, FrontPage and NetObjects Fusion. These allow you to work in a visual environment, a bit like working in Microsoft Word. You can drop page elements into your workspace and visually format your site.
You will also need an image editing program to prepare pictures to include on your site pages.
Your ISP may provide some free web space which will be useful for you to play with and they will also offer you the necessary settings to upload your files to their web server. Check out the support and help section of your ISPs web site for this information.
Eventually you will want a domain name and a proper web hosting account, but as long as you are learning it makes sense to use what you have available.
Perhaps you could offer some idea of what you would like your site to focus on and one of us may be able to comment further. You may also have some or even all of the software you need already installed on your computer.