First step: learn basic HTML. This is an absolute must, if you want to make a decent site. Here's a pretty good tutorial.
Step 2: Lot's of people will advice you to write the HTML by hand using Wordpad or Notepad for maximum 1337-ness. If this is your first website, and you're an HTML novice I'd advice you to ignore that advice and just get a webpage-builder such as DreamWeaver, Stones Webwriter or [Sideshow Bob shudder] MicroSoft Frontpage. Of those I'll highly recommedn you get Stones Webwriter
because it's free, easy to use and most importnatly it's damn good! It will help you learn HTML, while putting together a website.
Step 3: scrap the website you made in step 2. Use the experience you got to design a new and better website.
Step 4: Lather, rinse, repeat until you have something you're satisfied with.
Once you feel confident enough with HTML you can start writing the code yourself using Notepad.