There are a lot of good and free sites on the web that provide you with tips on how to get started, like problogger.net. Some of affiliate programs may be able to teach you a thing or two as well, but you will have to join and you will be stuck with having to sell their products. Depending on the topic you choose for your blog (electronics, computers, sporting goods are easy to promote) you can find interesting affiliate programs by entering 'your topic' affiliate program into Google or another search engine. Clickbank and similar sites offer a huge variety of products to promote.
Text link ad services are another good way to make money. Unfortunately, not all of them work well on blogs and you´ll need a little bit of experience adjusting HTML codes.
If you are interested in earning money right away you should also check out sites like HubPages, where you can submit articles and receive a percentage of the revenue.
P.S.: The MoreNiche affiliate program mentioned in the first answer offers Health and Beauty, Weight Loss, and Make Money products only. Moreover, you are not allowed to promote any other products - and you need a website. If plan to go into affiliate marketing choose a company that offers as wide a selection of products as possible. Amazon´s affiliate program would be a good place to start.