I think the problem is that your question is a little, well, big. It's like asking "how do I go to school?" or something like that.
Host wise, you can do one of three things: you can go with a free hosting company, like Geocities, where in exchange for the free web space, they put ads on your site and generally crap it up in other ways. Or, you can pay a set amount of money each month for a decent hosting company, who will give you a set amount of space and certain options to use for your website, along (usually) with dedicated e-mail accounts. Finally, depending on who you use to use the internet, you may already have some space that you can use for your website provided by them.
The next thing to do would be decide what kind of website you want. What are you going to be using it for? Once you've decided that, there are two routes to take: pre-created scripts, or building a site by hand. Pre-created scripts make updating and managing a website easier, but they can be tough to get set up sometimes, and they can be hard to tweak or change to be exactly what you watn them to be. On the other hand, doing a website by hand allows you to get exactly what you want from a website, but it can be a lot of work, and you usually then don't have the automation that you would have with a script.
Before even getting to that point, though, I would learn some HTML. I personally believe that if you don't know at least some HTML, you have no business making a website, because you don't understand the basics behind what you're making, and you can't fix problems that might come up. (Yes, I know jack about how a car works, and I can't fix one, shut up.) The way I learned was, I would find a website that I thought looked cool, I'd download the source, and then try to see what did what by changing stuff. Of course, this is a bit harder now due to all of the new technologies that are out there compared to when I was first learning. I'd go to your local library and find a book on HTML, or use sites like the one Mike suggested.
WARNING: This post may contain violent and disturbing images.
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