Decide what you would like to do with your programming knowledge. Do you want to learn how to create games, or is web development more your style?
Once you decide what you want to accomplish, start reading and find out what programming languages are used. For game making, it would be beneficial to learn one of the C languages. For web development, you should start with HTML and CSS and move on to whichever server-side language you require, such as Perl or PHP.
After deciding on your programming language, do some more research and find out what you need to test it. For example, if learning PHP, you will need to download and install a server such as Apache, as well as PHP itself. For a C language, you might have to buy a program, however there are good programs you can get for free to compile a C language.
Start reading. Start by the manual for your program, and work your way through the examples. You might try some beginner tutorials.
Once you feel comfortable with your language, decide what your first project will be. Pick something simple. If you're learning how to program games, try an easy game such as a number guessing game.
Start programming. You will probably find it difficult and have to reference the manual or tutorials quite often, but it's a start.
Once you finish your first project, move on to a slightly more difficult project.
Eventually you will have enough of a grasp of the language and its syntax, as well as the "theory" of programming, that you can complete more difficult projects.
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