Hi Blackflame,
I forged my first knife by blowing on charcoal in an old bbq to get it to temp. I used a sledge hammer head as an anvil and a claw hammer to hit it.
It was a horrible looking piece of crap, but it was a blade and it was made by me. I learned a lot by simply trying, but more importantly I found out where the gaps in my knowledge and skills were. A place like this is full of people with a huge amount of knowledge and an admirable willingness to help others. All they want in return is a hint that you are willing to give it a go.
If you say "I tried to do 'a' and this is what happened, how do I do it better?" you will be amazed at how many people fall over themselves to help you out. If you simply say "How do I do 'a'?" then people will assume you aren't serious. Successful blacksmiths are the sort of people who not only want to understand, but that want to do. I have tried some pretty silly stuff just to see what happens. The simple answer is that I come away knowing more than I did at the start.
Have a play with some of the steel you have. Heat some to red and let it cool, see if it gets softer. Do it again and quench it, what is it like then. Snap a bit in a vice and look at the broken ends, can you see the grain? Then when you know a little about what you have give us a shout and we'll answer any questions you might have.
The most important thing is to simply have fun. That is why we all do this.