What to learn in the beginning really depends on what you want to accomplish. Personally, I'd say the best bet is just to think of a project that you'd like to incorporate into a website.... hit counter, mp3 database, whatever.... then find a script which does more or less what you want it to.
Just play with the code (breaking and fixing) until it does exactly what you want and you feel comfortable what the code does and how it's written. I'd hazard a guess that that's how most of us started out doing it. Besides, hands on as it were is the best way to learn any new language🙂
Regarding the webserver, there are lots of free servers which you can download (http://www.apache.org/httpd/) and setup in your local environment to give you a development box to play with. If you're asking about published services with f2s.com..... 'fraid I can't help ya there, but there should be some links somewhere on this site, php.net, or zend.com which list free PHP/MySQL enabled servers.
-geoff
