Set up a web server, a database, maybe a PHP framework or libraries. Pick a good editor (a lot of people prefer Eclipse). Write a hello world or a phpinfo program and test if everything works together. Now you are ready to start thinking what would be a useful app for someone out there (or maybe yourself). Make design (on paper or in UML) and start coding it.
do as adviced, and if you have the chance, join the github and look for projects that interests you. If you found one that interests you, fork it.. if you don't know where to start, fork these. It is a simple commentator script and youtube video for CodeIgniter for you to practice on. If you don't feel comfortable with forking, contribute to any of the repositories that you like. Most applications grew this way, even some of the google's API originated as community build.