Again you're getting good advice here. There's TONS on info on the web from step by steps to Youtube vids. I'll second or third the Charlie Craven book for a range of trout flies from nymphs to dries, but you can also get a great bunch of step by steps for free from his website:
Charlie's FlyBox - Colorado's Best FlyShop and online Fly Tying Tutorials
use the drop down box (where it says "1 shop picture" to select patterns, and once you pull up the pattern, click on its tutorial link).
The Kaufmann book Mosca recommended is also excellent.
And as everyone has suggested, start out slow, pick some patterns and buy materials to tie those, instead of trying to buy a ton of stuff to tie one of everything and getting overwhelmed.
If you have a good fly shop near you, they'll be worth their weight in gold in helping to select patterns and materials, and no doubt they'll be able to give you a few pointers at the vise.
If you're cursed with a lack of shops, as they are disappearing in a lot of places, here's a shopping list for a few basic patterns (effective and good beginner patterns) and a ball park idea of prices. You don't have to buy it all at once-- but these are also good "building block" materials to have on hand used on a lot of other patterns. I listed Mustad hooks since they are widely available and relatively inexpensive, but there are many other good choices as well in equivalent models.
For Woolly Buggers
Hook 3xlong streamer like a Mustad R74-9672 size 8 about 25/4.50 or 50/8.00
Gold Beads (optional) 5/32" or 4.0mm for size 8 hooks 30/3.00
Non Toxic "lead" wire .030" or .025" diameter 2.50 spool
Chenille (black and olive) 2.50 each
Strung marabou (black and olive) 2.25 each
Bugger pack of hackle (Black or Grizzly) 14.00
Gold Wire medium for ribbing 2.50 spool
Krystal Flash ( pearl) optional 4.00 pack
Gold Ribbed Hare's Ear Nymphs
Hooks 2xl nymph hook like a Mustad R73-9671 sizes 12 and 14 25/4.50 or 50//8.00
Ultra Wire Gold Xsmall 2.50 spool
Hare's Mask (natural) 5.00
Non toxic "Lead" wire .015" 2.50 spool
Gold Beads optional (size 1/8" or 3.5mm for size 12 and 14) 30/3.00
Pheasant Tail Nymphs (and hooks, beads for smaller Gold Ribbed Hare's Ears)
2 xl Hooks, like Mustad R73-9671 in sizes 16 and 18
Pheasant Tail Feathers typically 1.25 a piece
Strung Peacock Herl 1/4 oz for 4.00
Gold or Copper beads 7/16" or 3.0mm for size 14 and 16 hooks
Ultra Wire, Copper xsmall 2.50 spool