Welcome to ChiefDelphi. Lots of friendly folk here.
Take a look at the programming section of the site:
http://www.chiefdelphi.com/forums/forumdisplay.php?f=51
There a bunch of stickies there about how to get started, among numerous threads about other people getting started just like you. If you have any specific questions, be sure to put them in the Programming section.
Again, Welcome!
Jacob