Hi,
Start with a kit that will result in a good sounding piece of equipment that you can live with for a while. E.g.: http://www.dynakitparts.com/store/product.aspx?id=2.
This is for a Dynakit St70. There is a huge amount of information about it on the Internet -- it has been modified extensively. After building the basic version, play around with mods to see if you like the sound changes.
By that time, your feet will be very wet! While doing this, read as much of the theory as you can find on the Internet. Most of the mod pages will also go into theory. More and more of it will sink in as you continue to read. If it's associated with a project or modification, you may see the practical application of the theory and it may make more sense to you.
Welcome to the world of DIY audio. It is so much fun. I am so satisfied when I complete a project and it sounds good! But, BE CAREFUL!!! Electronics projects expose you to LETHAL VOLTAGES! When you are probing circuit points with a volt meter, keep one hand in your pocket, literally. This avoids you providing a complete circuit path for the electrical current, and thus DEADLY SHOCKS. You can attach the ground probe to the chassis with an alligator clip.