Then why not start with something simple. Flashing an LED is a good choice. Then interfacing a keypad, that sort of thing.
Pick a language either asm, C or BASIC.
One cheap & cheerful (free for 30 uses) is the Oshonsoft PIC simulator. It's got a user friendly interface and you can connect virtual LEDs, switches and other useful things and watch your virtual program run on them.
Of course MPLAB is a free tool with an excellent simulator built in. Although not as graphic as the Oshonsoft simulator it's not time or use limited.