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MrLeap did a great job explaining this. If I were to add anything, it would be to echo the recommendation to take a class if you're really starting from nothing. Two things are really important starting out: someone who can demonstrate good technique and rapidly evaluate and give feedback on your work, and seat time. It's like learning to write, once you know what you want the result to look like, it's mostly time in the seat to build consistency and muscle memory. If you have the time, I've heard good things about community college courses. Here in Oakland, Ca, there's an industrial arts space, The Crucible, that offers condensed courses, useful if you're short on time.

I had the great fortune of working adjacent to a machine shop. I learned TIG on a work machine. A co-worker spent 15 minutes showing me setup and some example welds, then it was mostly seat time from there, with lots of YouTube and a couple of "hey, how's my weld look?" sessions.

Actually fabricating stuff can be an issue when you don't have machine shop at your disposal. Luckily, some metal shops have a CNC laser or plasma, so if you design something in CAD, you can shop out sheet metal bits and avoid the hassle. There are places that will laser cut and notch steel or alu tube so that you can sort of just hand-bend and lego your workpiece together.

One tool that's not obvious, but becomes indispensable especially to a homegamer is a portable bandsaw. Get a decent corded one-- it makes cutting tube stock etc accurate and fast. You can fabricate a stand for it and turn it into a static bandsaw as well.