You say you want to learn to weld. What exactly do you mean by that? You want to learn how to stick steel together for home projects, or you want to learn how to weld, so that you can weld for a specific purpose at work?
Most of the answers you have been given so far are from the perspective of thinking you mean "I want to learn how to stick steel together".
If you just want to stick steel together for home projects, buy a wire feed welder, either flux core or preferably gas capable, and get a few pieces of scrap steel and start. Watch video's or read a book if that's your thing. Let the appearance of the welds be your guide, you should be able in a few hours of practice to make good looking welds. If you want to progress beyond there, make practice welds on prepared pieces of steel, and break them to see how they perform, and why they break, so you can learn about penetration and what makes a good weld, not just a good looking one. That's where a good welding book will help you.
If you want to learn how to structurally weld and make safe, strong, certifiable welds, I'd recommend buying a good multi-process machine, and begin stick welding. Buy a good text book on arc welding and learn the basics from that before you start. Cut clean pieces of steel into "coupons" (small rectangular shapes) and weld them together with correct edge beveling, gap, etc and then break them when you're done to see how your welds perform and where/what your defects are. After you master flat welding, practice horizontal, vertical, and overhead welds. As you become proficient with the stick, then progress to using TIG.
After you learn stick and TIG, you can just pick up a wire feed and make good welds, only have to learn how to set the controls.
) One thing that I picked up from youtube, was to practice your welds on something that was unimportant yet that you could subject to stress/try to break it after. A sort of stress test to see how well your welds are penetrating.
