Do you have programming experience?
It's a very broad question and you can find a lot of information by doing a simple search on Google. PHP.net would be a good start on how to get started with PHP.
WordPress isn't too hard to setup and most web servers have everything you need to get started. If you're familiar with how to setup and configure your own local server, then you can play with it on your own machine. You can get a lot of things done with just a little knowledge of HTML, CSS and PHP.
Otherwise, you're looking at a potentially long journey into HTML, CSS, PHP, Databases, etc.