[calvinf]

When I got my first VPS, I read through the articles at Slicehost: http://articles.slicehost.com/

The walkthroughs cover a variety of distros including Ubuntu, Debian, and CentOS and can be quite useful regardless of where your VPS is hosted. The articles emphasize good security practices as well which can be helpful for a beginner to understand.

The other thing to do is dig into the docs for anything specific you plan to work on. I tend to look for tools with good documentation before getting started. I've always been impressed with Apache HTTP Server's documentation (http://httpd.apache.org/) and have learned a lot by referencing it when I've had issues.

Whenever you have questions, ask friendly geeks for help. I always do best with real-life assistance, but IRC is a good way to go as well.

[danskil]

Read on slicehost, ask questions on server fault -> repeat

[stanleydrew]

nginx documentation is also really good actually: http://wiki.nginx.org/NginxModules

[fbnt]

I got my first VPS with them too, and the articles there have been really useful and straight-forward. Once you've completed all the steps you're pretty much able to build up a functional webserver. Their chatroom is really useful too, if you have any question there's always somebody to help you out. Generally speaking, this is my favourite approch, Do lots of stuff, and learn to do only what you need to do.