There are a few steps to getting a website:
1) you need to make the site itself
2) you need to get some company (the host) to store this site for you on their computers (servers), so that anyone can see it
for 1) you have two options: write the web site by hand, in raw code, or design it using a wysiwyg tool. writing it by hand is better, as you got more precise, accurate code. but you have to learn everything, put time into it, etc. the other option is to use a program like front page as homer75 says, or a more professional package like dreamweaver.
for 2) you have a load of hosts to choose from. you can find free hosts, though many of them make you put their ads on your website. if you only want a basic site to play about with, this may be ok though. or, your ISP may give you some free web space to use. finally, you can pay a host, such as web mania (web-mania.com) to host it for you.