Sky, that's quite an open ended question - but I will try to give you a few ideas. You should first and foremost learn how to use the InfoPath tool itself before delving into the code-behind. This is a good forum to gain some more detail. Go pick up a book or find some tutorials by searching on Google. If you plan to host the forms on SharePoint, download SharePoint Designer and pick up a tutorial for that. Then, if you still want to code, set your machine up to use VSTA (Visual Studio Tools for Applications). You can write in C# or VB.NET at this point. Note, that the publishing rules change at this point.
Let me know if I can elaborate more.
Sean