Always get informed first. Learn how to read fundamentals and technicals. And learn how to read charts. Takes some time, but once you get it you'll know it was worth it. Then, you trade forex(and now seems commodities are getting there with inflation and all) for short term trading/profits and stocks for long term investing/profits.
DON'T get into options/derivatives trading if you don't know it inside and out. Dealing with options when you aren't 150% sure on how they work is a good way to lose all of your money.
I have a feeling flash trading days are numbered. I pitty your ignorance. But then again it does make it easy for more intelligent people to make money.