"Where do I start?"
When I read your question, that's what I'm thinking. It's potentially a big and confusing subject.
How free do you want this to be? If you want free wizzywig software, use Nvu, but be prepared to learn how it works and make use of the numerous Nvu tutorials.
Have you got webspace yet? Is it from your existing ISP, or are you thinking of using something like Geocities or similar? Or are you prepared to pay a small fee for it if you cannot get any freespace? From £20 per year, for example.
And finally, what do you intend to use it for?