It depends on what you want to develop...
If you want to begin by writing homebrew, stop at the Developer FAQs sticky at the top of the forum. You can get started there.
As for the rest of it, once you get your feet wet, you can figure out where your skills lie and how deep you want to go.
Working hard on UberCFW, incorporating NTFS, sub-free NetFlix and Blockbuster, PSN cheat system with built-in swearbot and MAC-spoofing, Adding MKV, RAM and BIK movie support, and Xbox360 emu*.
*not really. Get a life, newbs...
My YouTube channel: http://www.youtube.com/user/BenJeremy