You'll definitely want to look into movie clips. They are what any good flash project use. I would recommend you stuck to ActionScript 2 for the start, because it's far more covered than ActionScript 3. The flash built-in help is great, and very easy to use. Also, try these two links:
For software you'll need Adobe Flash CS3 (well, CS3 is the latest version). You'll probably also need Adobe Dreamweaver CS3 as well to get started. You can download a free trial version of Flash here or you can download a free trial of Adobe's full Creative Suite Web Edition here which has everything you'll need to build a site.
Once you have Flash, the first thing I suggest you do is run through their tutorials. Under the help menu, they have a lot of tutorials designed to get you up and running on Flash. These will give you the basics.
I must disagree with antwan1986 as for the ActionScript version.
My advice is DON'T start with ActionScript 2, reasons being:
1. It's past. Present and future is definitely ActionScript 3.
2. Yes, learning AS2 is a lot easier then AS3, BUT, and this is a huge but, AS3 is much much faster than AS2.
3. Future versions of Flash won't bring with them a new and different language, but will add to what they've developed on AS3. Flash player 10, for instance, brings a lot of new features, such as awesome 3D animation with just a few lines of coding.
BTW, if you want to start learning the new AS3 features for Flash Player 10 (and Adobe Flash CS4) take a look at the tutorials at www.gotoandlearn.com).
So, if you are going to start learning a new language from ground, start it with AS3. It's a language worth learning and, being an object oriented language, the programming knowledge you'll get from it will prepare you (if you're not already) for many other OO Languages, such as Java, Python, C++, PHP 5, etc.
Yes, AS3 it's harder to learn than AS2, but it's worth the effort. You won't regret. :)
AS3 is the future of Flash and if you're starting from scratch, you might as well build a foundation with the tools that will be relevant for the longest. Besides, a lot of the things that are "harder" about AS3 are simply things that are confusing to those who started with AS2.
Personally, I started with AS1 and reluctantly learned AS2 (and had lots of bad habits). When AS3 came out, I forced myself to get into AS3 because of the improvements in the Flash player that take advantage of AS3. My first AS3 project was a nightmare because I hadn't bothered to learn solid OOP principles for AS2 and so I was all over the place. Now that I have some AS3 experience under my best, however, I'm loving it!