You're going to need to figure out what trades you want to do and what ones you'll need/want to hire out. Volunteer to work on other people's projects for free (or beer) to see what you enjoy working on. For example, Habitat for Humanity and other home building charities often need bodies and can be a good way to sample different aspects of a build.

Then, start small and try your hand at something simple like a shed. Once you've shelled out for all of the tools you'll need to build a shed, you're well on your way to the investment in tools you'll need to build a home and can decide from there whether to proceed.

First step is to thoroughly understand the building process and sequence of construction as well as all the materials, fasteners, tools, etc. Then for building, start small with a chicken coop or shed with relatively low risk if the build goes south. Going from zero to house without serious supervision from experience builders is a recipe for a failed structure.

Check out Larry Haun's books as well as the Essential Craftsman Youtube channel where he films an entire house build. Also the Build Channel with Matt Risinger is great for more advance topics.