Dave Stephens, Swordsmith
I made this stuff.
First, buy books and join the forum.
There is a sort of "canon" of books that have been written on knifemakeing and bladesmithing. I always encourage those new to the craft to buy and read these books before attempting to make their first knife. Here they are:
How to Get Started
Step-by-Step Knifemaking, David Boye
This is a great book that will walk you through the full process of making a stock removal knife. What's "stock removal?" you ask. See below in the next section where I define and explain a few basic concepts.
I first learned how to make knives in high school reading this book.
A few things that the book encourages that I do not:
I promise I'll get around to finishing this article someday . . . Sept 2015
In the meantime, go join http://www.BladesmithsForum.com You'll learn a ton there.
On the forum I help run, Bladesmithsforum.com, the question is often asked by new members: "I'm a complete newbie, where do I start?" I've answered it so often that I thought it might makes sense to put a permanent version of it up here.