It depends on your background and interests, but also depends on hosting.
Do you have an idea what hosting do you want to use, how much annual payment you can afford (if zero, there are free options) and what technologies would you require to support. And, before you get any hosting (if you don't have it yet), you can install either Apache HTTP browser with required modules, you use just Visual Studio and ASP.NET through available ASP.NET-enabled "development HTTP server". You can do all development on you development computer and try many different technologies, both client-side and server-side. First, you need to get some ideas how HTTP and Web work, to understand what's involved and what to look for.
On client side, you need just HTTP and CSS, just to start. Then it's good to understand at least some basics of JavaScript and HTML DOM. A very convenient and effective way of writing JavaScript code is jQuery. To practice all that. you only need some Web browser and a decent text editor, everything else is optional. Visual Studio is good for JavaScript debugging. You can use free-of-charge Visual Studio Express.
To get to server-side (first, read some introductions to understand how it works), there are many alternatives. No wonder, client-side has to be very standard, but who cares what do you have at your server? You can use anything, even your own fully-custom HTTP server. So, there is a number of technologies. Most accessible and widely used are PHP, Python with WSGI, JPS and ASP.NET. PHP is most rudimentary, ad-hoc and dirty, but the most popular, and available in almost all hosting provider. ASP.NET is probably the most advanced, but hosting is harder to find and hosting is most expensive.
If you do your development with server side using Apache Web browser, ASP.NET is only available if you use Mono and mod_mono. Visual Studio development HTTP server is ASP.NET oriented.
Sorry, I did not reference any literature, as it would be too many URLs. Use Wikipedia and the key words, to start with. This way, you will easily find everything. When you decide which way to go, it's best to learn from or most reputed original sources. Some of them:
http://en.wikipedia.org/wiki/HTML[
^],
http://www.w3.org/TR/1999/REC-html401-19991224/[
^],
http://dev.w3.org/html5/spec/[
^],
http://en.wikipedia.org/wiki/CSS[
^],
http://www.w3.org/TR/CSS2/[
^],
http://www.w3schools.com[
^],
http://jquery.com/[
^]
http://en.wikipedia.org/wiki/JavaScript[
^],
http://www.php.net/docs.php[
^],
http://www.python.org/doc/[
^],
http://www.asp.net/get-started[
^].
—SA