welcome to the world of knitting addiction!
have you ever done any knitting before? have you done other crafts?
well, however: you will learn quickly if you just pay attention.
Basically you need to learn how to cast on (get those loops on the needle (stitches :D)).
then you do knit stitches (knits) and purl stitches (purls) - but for a start you get by with just knit stitches.
If you have someone to teach you in person, ask for advice.
If not: check the video-section of this page. Learn a cast on (for example long tail or cable cast on). Learn the knit stitch. Start working something in knit stitch. Then learn purl stitch. At last learn cast of.
The videos are informative and for free.
you can also learn with other videos / books / instructions.
Buy some cheap wool and needles (advice you get at the shop) and start out practicing what you see in the instructions. make a few practice pieces for scrap only.
I like the videos at www.garnstudio.com - they are described in text from in English (and a lot of other languages) and show plain and simple how things work.
To make hats, booties, jackets, you will need to learn a few other tricks of the trade. But once you know your basics those will just follow.
find patterns for stuff you want to make (there are loads of free patterns on the net, so you can stay away from costy ones, I guess).
Patterns often say if they are suitable for beginners. If you are not sure, ask in the forum for advice on a very simple pattern. that gives you more guarantee of satisfaction with the outcome.
Just as a last note: knitting can be undone. I know, that everyone knows that. But to me it means: if you are not happy with something, you can always rip it back out and start over. If you can live with whatever went wrong: keep it, though.
Edit: for a very simple baby hat (bonnet style) you can ask me. I will write the pattern down for you in beginner-friendly words. Just mail to me here. (all you need is cast-on. knit stitch, cast off.