Start the blog and write about something you have a passion for. Stay away from the proxy idea. As a newbie wth no proxy experience you'd just be a minnow in an ocean saturated with larger more experienced sharks.
I started making websites with xsitepro, I sold my first gambling site for €350 on sedo. I think that software is the easiast way to start building websites. It's not that expencive, if you sell your sites the sofware pays for itself. regards, Timmy Deleu
Definitely look into a WP Blog. And as trafficgiant said, xsitepro is also a good place to start; you dont need any experience to use the software...
This all depends on what you want the website for. Is it just for fun or to make some money? If it is just for fun then like the others have said start a WordPress site and have a play around. If it is to make money then you need a good idea. It is best if you start with something that you know about as this will make the whole process a lot easier.
starting with blog will be easiest way to start, than u can move to making sites in editing software such as dreamwever
no matter what you do read a lot and research about everything, learn how to get traffic to your blog/website, once you have traffic you have money
Social networking sites can be est also depending on the software you choose. Anything with a script seems to be a fit for you.