have you done any html or php or mysql or css before?
one of the first steps could be to decide whether you'll save the messages on a database (such as mysql) or in text files. i'd suggest to use mysql. now i don't know if you're familiar with mysql. if not, then the first step would be to learn some basic things about mysql - such as what a database is, what a table is, what a query is. then create a database for you. then create a table for your message board. then learn the basic queries - select, insert, delete, update.
then learn to use forms in websites. i mean, create a form, post the data to the script and save the posted data to the database.
that should keep you busy for a while in case you're not familiar with those things i mentioned
