What you want to learn? In general, multimedia includes a combination of text, audio, still images, animation, video, and interactivity content forms. First you need to choose the basic technique like graphic design, photo editing, photography etc. than learn advanced technique like video editing, sound, animation and finally learn integrate all of them, it's a step by step learning program, you can't learn all of them in one time.
Learn photoshop first by using the tutorial there. Then you can proceed learning flash, then video editing... etc... bnandika is right. You can't learn it all at the same time.
Multimedia..it's a kind of huge topic to learn..and maybe you need to specific topic to learn.. the basics what you must learn : 1.Photoshop 2.Illustrator 3.Web Design..css,java,ajax etc.. 4.Flash.. 5.3D Software such as 3dMax,Lightwave..etc.. 6.Indesign (for magazine layout/brosure...etc) 7.After Effects,Premiere...etc.. 8.SounForge,Adobe Audition,SonyVegas..etc that's take a lot of time to learn it from this forum..and choose it wisely on what you want to know...and of course..learn the basics first... try to goggling around and search for that software..and you know..why it's take time... and what site I recommended to you..try SmashingMagazine..the best so far that I know...
The list of areas has been broken down good here. What is your desired end result? Are you interested in work for web graphics? magazine layouts? animations? Once you can narrow it down we could probably drive you in the right direction but be prepared for a fairly long road in being proficient. For an example I went into Illustrator first, I didn't do Photoshop because I wanted logos and other types, then I moved into InDesign because of the print work I do. Finally once I got into Fireworks and Dreamweaver I fell in love with the web. It was a natural progression but 5 years later I am getting to be a well rounded artist. I will offer one thing though. I have found those that start with Illustrator are never as good in Photoshop and vica versa. Not true for everyone but in my experience its a good reference.