I'll echo what some have said already, and the single best piece of advice I can give is to watch someone who knows how to tie. If it can be at a local flyshop, even better. Some shops offer beginner tying classes...take one. If you are fortunate enough to be close to another member of PAFF, one of them would be happy to give you an introduction.
Also, I agree with the "pick one fly until you are consistent" approach. I started with the pheasant tail. I still have some of the first ones I tied, and once in a while I pull them out and look at them for laughs. Proportions way off...stuff sticking out every which way.
Another lesson I learned the hard way...don't start off too difficult. Tie a couple dozen hares ears and pheasant tails before you attempt to tie an adams parachute, or a stimulator. If you start off too fast, you could get frustrated very quickly.
But trust me, you will get better, and if you are really passionate about it, you will get better quickly. Tie, tie, tie..and when you think you have had enough practice, tie some more.
This is nothing new, but as someone who has only been fly fishing for two and a half years and tying for one, there is nothing more rewarding that taking a trout on a fly you tied yourself!