It's pretty easy to start. You just need a text editor (notepad++ will do or whatever you feel comfortable with) and start building your html page. The styling can be done either in the <head></head> section inside some <style></style> tag or in a different css file (which is also a plain text file) that you are going to link it with your html page in the head section. If you need further assistance just drop a line.
When it comes to HTML, you don't even need a web server. To add to tdrosiadis's suggestion, just use a text editor (even notepad will work) and add your HTML markup. Since you mentioned that you did a lesson, the assumption is that you know the basic structure of an HTML file (doctype declaration, head, body and common elements). Save the file as .htm, or .html and you can open the file directly with any browser.
I think, the best way to create a website for beginner is to use some web builder. It is really easy to use thing and very useful as well. You just get one on a website like webbuildersguide and adjust it according to your preferences. Yes, it is that easy.