Start by learning Windows in depth and when you've done that, learn how to use Linux (use it on a daily basis.)

While you're doing this, pick up a few web applications to learn and begin slowly with for example PHP at w3schools.com

Then pick up a scripting language like Python or Perl, I prefer Python because it has similarities to PHP even though the whitespace is a major difference.

When you're learning these, a programming language like C or C++ could be a good idea, or at least to study Assembly somewhat but wait with these since it'll probably make no sense for now.

You should of course, grab a couple of books as well, perhaps from amazon.

If you just want a link, here's probably one of the best I've seen:
http://myne-us.blogspot.com/2010/08/from-0x90-to-0x4c454554-journey-into.html