I'd also add that as you are reading recipes and techniques, you get a clear understanding of the terms - what does 'fold' mean, versus 'beat' - when a recipe says 'beat eggs and sugar til light and fluffy', have an image in your head of what 'light and fluffy' looks like.
Get some decent equipment - you don't have to go top of the line - Cooks Illustrated did a study a while ago on cookie sheets, and they found they liked the inexpensive 'Eco' ones the best. Make sure your oven is at the correct setting - if you don't have an oven thermometer, put it on your list of 'must -haves'! I think more baking is ruined by inaccurate oven temps than just about anything else.
And lastly, start simple - don't attempt a recipe that has a thousant ingredients, and the same amount of steps in the recipe. A simple cookie, or quick bread, or cake, to start off with. As your technique for each item grows, you can build your confidence in more difficult recipes.
Whoops - sorry, that wasn't last! :D - Don't ever, ever, be afraid to ask questions; there ARE no stupid questions!