First, try to find a friend who knows. You can ask him/her for help.
Second, buy all necessary tools: programmer, minimum system, and the chip itself. Prepare yourself with breadboards, soldering iron, cables, etc. (perhaps you won't need this if you purchase a complete development kit which i believe is very expensive). Find some good books for you to try the examples. And make sure you have complete datasheet + documentations for the chip u are using.
Just follow the instructions in the book, and experiment with the examples. Learning by doing is the only way to learn this subject.
I started with 8051, afterwards i study AVR. All of them are cheap, that is why i use them. AT89s's are very cheap and easy to program. I recommend these chips for you to learn.