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First get to grips and really learn HTML/XHTML well. I would avoid Dreamweaver (or other big bloat apps) at this stage and if you must use a WYSIWYG author try Amaya or NVC or even SeaMonkey's Composer. Otherwise (and really a much better way to learn) use Notepad or EditPadLite or Notepad++ etc until you are proficient.
Next would be CSS to help with your design and layout and getting a nice "consistent theme" to your web.
After that you could get into other dynamic client side scripting (such as javasccript or vbs etc) and server side scripting (with or without accessing a server side database). Whether you go with CGI/Perl or PHP/MySQL or ASP and the other MS stuff is up to you and what your host server supports.
While komski's suggestion of avoiding WYSIWYG editors like Dreamweaver is valid, you could use Dreamweaver in Code Editor Mode. THat way, you have the learning experience of hand coding and the help of Dreamweaver's syntax highlighting and auto-completion.