I'd start with the tutorials on adafruit.com and sparkfun.com. As well as Studying Electronics. This thread also has some good tips and tricks in it. Are you looking to use individual LEDs or LED strips? Individual LEDs will make it easier to make a fancier designs but will require more soldering and parts.
Thanks! Ill check these out.
I want to use individual LEDs, the strips I've seen have LEDs too spaced out. Plus who knows what project is in the future, better to learn it from the basics.