a friend of mine and i were talking about how he wanted to make a database driven music reviews site and i offered to play techie-guru for him.
then i went to get the latest php and mysql, installed the buggers on my comp, and played around with it a little bit.
that went about as well as a blind man at a staring contest.
then i went on kazaa and searched for ebooks on php/mysql. after that it all went a lot better!
so, my advice would be this:
get a book or ten on the subject (be it php or mysql alone or some sort of php/mysql combo, and unless you're willing to spend truckloads of money on paper books you're better off downloading ebooks and later buying the printed version if you think it's helpful), use an editor which colour codes what you write into it as, at least for me, it helps to understand the functions vs variables vs parameters etc (personally i use dreamweaver, but a lot of the reason why is probably because i'm used to it from doing a bunch of webduhsign in it).
and last, but certainly not least, play around with it!
i have an internal network here at home with two puters where one shares its internet connection with the other so i can have whatever services i want open on the "inside" puter without any risk of h4x0rz screwing with it. if you have a single puter, then you can achieve the same effect by taking it offline (unless of course you have a router or some other similar device acting as a proxy/firewall which should make you perfectly safe).
that should be an ok way to start off with for the simpler/easier things, but before you start coding any big project, plan it!
get some paper and a pen and write down what you'll need to do and how you want things to be and what you've got to do to make them that way. planning's especially important when you're going to make a sizeable database with a bunch of tables and multiple pages of code!
HTH