I just kind of started doing it. I wasn't really taught, I just looked at what others did and tried it myself. I looked online at the many resources available to figure out what tools I needed and the best clay to use. I also did watch videos on youtube, which were very helpful. Eventually I realized what I liked to use and what worked for me (examples: I can't live without my pasta machine, I wear gloves at all times because I can't stand the fingerprints, I prefer to only use Premo clay, rubbing alcohol is the best cleaner for my tools/workspace)
Start with something simple; a Minnie head, or a flower. There are so many techniques you can do with polymer clay its amazing and so much fun!
Here are some links I've learned from: http://www.glassattic.com/
(so much great info!!) http://www.jaedworks.com/clayspot/index.html http://www.squidoo.com/polymer-clay-sculpting http://www.squidoo.com/sculpting_tips