I have been reloading for about a year now and had the same question as you. I took the advice of other forum members and bought the latest Lyman manual. I learned a lot and gave me a starting point to begin to reload. I also ordered the Brian Enos competition basic to advanced reloading dvd and the Dillon 550 DVD. Both provided very useful information.
I would recommend to start with one caliber and learn to reload before you move on to other calibers.
Lastly, you can always search for answers on this forum, if you don't find the answer just ask. There plenty of people that are willing to help.