I would start by looking under the fly tying resources on this site. You'll also find tons of fly recipes on the internet, complete with step-by-step instructions.

You should also take a beginner's class if you can find one in your area. If you can't do that, find a good book. I had the Orvis guide to fly tying that I half learned from, but I'm sure some of the members here can recommend a good book for beginners.

Finally, take all of your money and burn it, or else before long you'll have a desk with drawers overflowing with all kinds of materials, half of which you won't remember why you ever bought it in the first place.