Pick a tutorial/book and go through it.
If you're completely new to programming, most people recommend LPTHW
If you have some previous programming knowledge, the official tutorial
are pretty nice.
When you got the basics down, write some code. Write a lot of code, actually.
Try making something interesting/useful.
If you have no ideas, check out programming ideas
Look around for other people's code, and read it.
That's a good way to learn how to do specific things, and will also show you some good practices.
If you encounter any problems, feel free to post on the forum, and we'll try to help you.