Pick up a good book on algorithms and start writing them out in a language of your choice.
Really the best way to learn is to invent a project that you would like to accomplish, and start hacking away at it. My first major endeavour into computer programming was a mismatch of various concepts. Then I came up with the idea of creating a GUI to be used in my DOS programs. I created all the functions that draw windows and move them around on top or under each other, and such. It took a month or so, but I learned a lot.
Maybe try creating a game?
