Well you have several options, they will each vary depending on your choice.
1. You could use a MySQL Database, and use PHP to code the site.
2. You could use a MS SQL Database (which is my favorite) and use ASP or ASP.NET to code the site (asp.net can be either C# or VB)
The good thing about MySQL and PHP is that they're free and lots of hosts have them. The thing I don't like is that they seem far less advanced than MS SQL.
I love MS SQL, but either you're going to have to find a host that uses them, or you're going to have to set up your own server (with IIS) and find a copy of Microsoft SQL Server 2000. If you do that, then using them is a peice of cake.
First I would suggest learning some T-SQL statements, because they will be useful if you choose mySql or ms Sql. To learn that, go here:
http://www.w3schools.com/sql/default.asp
Then if you're interested in using MySQL go learn PHP.
If you're interested in using MS SQL go learn ASP or ASP.NET (C# or VB.NET)