Welcome Smoko- my suggestion would be to start with the DM Guide (http://www.byond.com/docs/guide/). This is the online verison of the printed 'BlueBook', which gives you everything you need to start figuring things out.

Once you've digested that tome a few times, start small with Tutorials - go to http://www.byondscape.com/ ascape.dmb?type=%2FForm%2FSearch&query=&category=Tutorials and scroll down to Zilal's Beginner Tutorials, then work your way up the page through each tutorial. That should get you on the road to DM programming in no time.

(by the way, these links are found on the left hand side of this page, under the Resources section.)
<---

Good Luck! and if you run into major problems, just come back here and someone will try to help.

The Dream Maker (DM) language is not bad at all if your focus is to make boardgames, MUDs, and tile-based action/strategy/rpg-style games.

If you want to do 3D first-person games (like Quake, Quake2, UnrealTournament, Alice, etc.), then there are other sytems that are more suited to that style of graphics.

If this is your first try at a programming language, then the best thing is to take it slow and learn as you go. It would not hurt to sample other programming languages like C, Java, or PHP too, so that you get a well-rounded knowledge base. There are lots of tutorials on the net that talk about learnign to program, depending on what you are learning and why.

Regarding BYOND, don't forget to check out the tutorials and articles at BYONDscape and digitalBYOND (links on the left side of this page in the "Partners" section).