In addition to the answers already given, one of the best ways to get jump-started is to learn from an application that is simple and where the source code is available.
This is where such social repositories like Github shine. An incredible place to browse through for examples. And when you find one, you can immediately fork it as your own and do what you want to the application, so once you have it:
- you can run it
- tweak it here and there and see how things change
- as you get more comfortable, you make bigger changes
- you'll soon find you are really learning
Another option is to use the classic example reference implementations that are documented in so many different places. For example Java's Spring framework uses the venerable "Pet Store" example. I think you can even find that example on Github.
Other frameworks / technologies such as Groovy's Grail framework use other classics like a Book application for persisting and viewing Books and Authors, etc.
The final option that I've tried is following a good programming book and start typing up the examples by hand and putting them into a repository like Github; this has at least two benefits: 1) there is a reference for you with your own notes that will help you remember cool things in a way that you will remember and 2) if you get into tough spots you can easily get friends or colleagues to see your code and chime in with advice.
Science and especially programming is really built on the experiences of others. Figuratively speaking, copying/pasting and then tweaking until you understand is what helps developers become engineers.