A short tut:
1: Buy a domain name. GoDaddy is a good place for that. There are countless places to buy domain names.
2: Buy a hosting plan. GoDaddy makes life easy for basic start ups but I personally recommend only using GoDaddy for domain purchases. Again, a quick Google search will show you loads of hosting companies. Some hosting companies will have rules as to what kind of site they'll host. For the most part they focus on whether or not they allow adult sites. No public reputable hosting company will allow CP and they shouldn't. Some accept adult but don't accept, beastiality or any other really fringe stuff. You have to read their TOS to know for sure. GoDaddy will not accept any adult site.
3: Build a site. You have to decide what kind of site you want. Then you can figure out what kind of script will be needed for that site. Their are soooooooo many different scripts so you'll find the perfect fit. For example, ASF is a community forum built on a very popular forum script called vBulletin. It's been around for a very long time, has lots of support vendors that make the skins and modifications that add functionality to the forum. Blogs use a CMS script. The most popular blogging script is WordPress. It's free, open source and has a HUGE amount of people out there writing themes and plugins for it. It updates regularly and all you have to do is click a button and it updates automatically for you.
3a: You can also hire someone to build the site for you. You can also pay someone to manage it. I'm not a fan of this approach personally.
4: You'll need an FTP client to upload anything from your computer to your website... including your website. Now most hosting companies offer a control panel that has a file transfer page and you "could" use that. However it has it's limitations.
These are really the basics. There's plenty to learn and know as you get into it.