You can start with anything...just do something. The "what" doesn't matter, and it doesn't have to be useful. Pick a programming language, any really it doesn't matter and just write. You can try to create a simple website, this will have it's own learning curve in starting up servers and configuring them...once you get done with that you can move up to doing something like a forum that you create from scratch that will give you A LOT to do and a lot to learn (including databases). It's more important to tinker than it is try to create something which you will actually use after.
You say you're a complete beginner though so maybe just start with reading about a programming language (i'd pick Python or Java personally) and moving up to the stuff above after you've learned enough where you feel comfortable to start on those.