The best way is to read some books (web resources are good, but they tend to be less organized for learning). Absolute Beginner's Guide to Building Robots is really a very simple introduction to get me started, though I look forward to Robot Building for Beginners. Getting Started in Electronics should help on the fundamental (though you might enjoy the more humorous There Are No Electrons: Electronics for Earthlings). Depending what kind of robot you want to build, you could consider JunkBots, Bugbots, and Bots on Wheels: Building Simple Robots With BEAM Technology if you want to build some self-minded bots, or you could enjoy more control and programming with micro-controller through PIC Robotics: A Beginner's Guide to Robotics Projects Using the PIC Microcontroller (Free e-Books as well).
We might want to pick up some simple projects to work on from the books or the webs, thus we need to get some parts (some smaller companies sell DIY Kit for hobbyist projects), preferably cheaply and locally. We could try:
- Screwdriver set
- Soldering iron and related soldering tools and supplies
- Needlenose pliers, Wire cutters/strippers
- Breadboard and hook-up wire (a.k.a. Breadboard Jumper Kit)
- Rechargeable Batteries Set (NiMH)
- Perhaps a Digital multimeter (DMM)
I had pick up a simple BEAM Bots project (The Coat Hanger Walker from Absolute Beginner's Guide to Building Robots), and wanted to try on PIC Microcontroller (from PIC Robotics) as well for starter. Let’s hit Jalan Pasar and see what happens next.
PS: Worth reading on LowYat.NET's Electronics Enthusiasts Club forum to find out the state of Robotics Hobbyist in Malaysia.