1) Go here:
http://www.cuesmith.com/
and
2) Go here:
http://http://www.cuecomponents.com/cuebuvi.html
These are considered the two best sources of cue building instruction.
3)
Start reading every post in this forum and in the Cue Machinery and Supplies forum every day - even if you think they are not of interest to you (OK, you can skip some of the whining, pissing match threads LOL). Information gained in those threads will start to make sense after a while.
4) Start thinking about buying wood. Wood needs to sit in your shop (you have a shop, right?) for months, if not years, before you start turning it to help reduce the likelihood of warping - but there are no guarantees - some guys here won't touch a piece of wood for 3 - 5 years.
5) Start thinking about buying equipment - figure out how much you have to spend and then multiply that by 10 and you'll be close to getting started.
Hope this helps,
Gary