If you're just starting out, you have to break it down a bit into some of the component parts. Typography, composition, color. Print design is different than web design. 3d design is another thing entirely; and so on.
Let's say the goal is print design. Get hold of a layout program, such as Quark, InDesign, or Illustrator. Start by doing basic things like business cards and letterhead. Work on just the type first. Use only 1 font at first; then different weights of the same typeface. Then start trying to add in drawn elements or even just geometric shapes.
Remember: if it doesn't work in black & white, it won't work in color. When you are ready for color, keep in mind that the 3 strongest colors in design are black, white, and red. Black and red are the easier of the three; so put extra attention into the use of white (negative space).