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What do you need? What kind of web site?

Start by learning HTML, see if you like it, and if you do you can move on to JavaScript, PHP, ASP.NET, SQL... According to what you need.

I asked a very similar question here about a year ago, it lead me to decide I need to learn dreamweaver. I'm not an expert yet, but I built 5 websites since using dreamweaver and I'm on my way to build the 6th. It's really enough for information and design based sites that pretty simple.

If you are mostly interested in that type of website and don't want to learn a lot of programing  and computer languages, I highly recomend it. 

The first  thing is make your site structure - No of pages, decide on your web pages' content, Colour, Font, Template etc. Keep your target audience in mind while you decide on all these important issues related to ur site.

Decide the url of the website and host it.

Regards

Web Development

Before you do anything, you need to decide what you want the website targeted for (who's your target audience and what do you want to accomplish).

Yes, you can do it yourself if you have Frontpage or Dreamweaver, but you have to know what you are doing, or your site will not be effective enough to get you customers.

I suggest a site like SBI (Site Build It). It guides you every step of the way to build the right kind of site for what you're targeting and it includes hosting too.

Do a search on net for SBI and it'll come up. Considered one the best for e commerce websites for years.