Well, I would say first think of something that you would like to have. Once you know what it is you are going to build, then researching the techniques to build it is pretty straight forward. One of the first things that I built for myself was a barrow mound, blueboard insulation, hardboard, glue, wall joint compound (although I would use DAS clay these days), paint and flock.

Soooo...what would you like to build? :-)