Learning to make cheese can be a daunting endeavor, but when taken step by step it is completely manageable – and quite rewarding. Don't expect to make a perfectly amazing cheese your first time, and do expect to ruin a few wheels of cheese along the way. Even advanced cheese makers have failures, and each failure is an opportunity to learn and improve.
Read – going to the books section and picking up a good book or two to read at least parts of before you get started will be immensely helpful.
Watch – watching some cheese making videos will give you a good idea of the process, and what you're visually looking for, as well as getting ideas of what you'd like to try.
Take a course or workshop – an online tutorial or class (see below) will be quite helpful in walking you through typical cheese making steps. While many of these cost money, they can be beneficial enough to be worth it. An in-person workshop will help you gain the most knowledge the fastest, but this option tends to be the most expensive. It can save you from many failures that would occur if you didn't get hands-on experience with a knowledgeable instructor, so financially can be worth it.
Just do it – in the end, there is no substitute for experience, and experience is the best (and most unforgiving) teacher. If you have the attitude that failures will happen and that you will learn from them, then diving right in and making cheese will steer you towards your goal. There is only so far that reading, watching, and doing things online will get you. At some point you have to take the plunge and make some cheese, so don't be afraid to start with small wheels and just give a recipe a shot. Make sure you learn what “failure” looks like, especially with respect to safety, so you know to throw out the inedible cheeses.
This one! See the Getting Started section for some information.
New England Cheesemaking Company: Getting Started tutorials and information
Also see: Videos
New England Cheesemaking Company: Workshops
Little Green Cheese: Courses
American Cheese Society: Certified Cheese Professional Certification
Standing Stone Farms: Workshops
The Art of Cheese: Courses
Milkslinger: Workshop