Learn how to use a debugger (OllyDbg). To do that you need to learn to read x86 ASM (I learnt pretty much of it just by trying out different things in OllyDbg). To get you started reversing tutorials can be found on Tuts4You.com .
If you want to code your own applications I recommend learning C++ or some other similar language (don't waste your time on junk languages like VB, VB.Net .. ).