You don't need a hosting site to begin coding PHP. Download the necessary installation files to your PC (Windows or Linux platforms) from the main websites (http://www.php.net/, http://www.apache.org/). Or if you have Windows XP Professional, then use IIS as your HTTP server.
If you want to use a database, download MySQL (http://www.mysql.com/) or PostgreSQL (http://www.postgresql.com/) - they're both free, and a good starting point to learn about relational databases and SQL.
Alternatively, download and install XAMPP (http://www.apachefriends.org/en/xampp.html), which has Apache, MySQL, PHP and Perl for your operating system.
You will get better with practice - don't give up!!!