The first step in starting to develop with Salesforce.com is to register for a developer account.
Once you are registered you will have access to the Force.Com Workbook. Download a pdf copy and read up on it before diving in. This will give you an overview of the architecture, workflow, business logic etc at a higher level.
Next step is to access Apex Workbook which describes the Apex Programming Language. This will allow you to develop custom solutions using Salesforce's native language.
There is a whole series of PDFs here with valuable information.
If you are going to be connecting Salesforce to an external application please check out the Salesforce Integration QuickStart.
If you know any Tips, Tricks or resources for SalesForce let us know and we can add them to this blog. Please email them to firstname.lastname@example.org