Modern websites are built using a variety of technologies. The exact technologies that are used vary depending on what the business needs are. A business that just needs to display basic things like contact information for customers might have a website built in just HTML. Below is a basic outline to get you started.
HTML is used on essentially every website; if you are serious about getting in to web development, learn this first.
CSS stands for cascading style sheets. These are used to add a consistent style to web pages.
Java is a programming language that can be used to build applets (applications that run in a browser window) or desktop applications.
PHP is for dynamic website content (like a forum). Often, a content management solution that has been written in PHP is used rather than just starting from scratch. If this is what you are interested in, check out Joomla. A variety of extensions exist for Joomla that add features like forums and online shopping functionality easily.
ASP.NET is a web solution from Microsoft. I've never used it, so I can't tell you much about it.
Adobe Flash is the technology that powers Youtube and many simple online games.
Silverlight in Microsoft's answer to Adobe's Flash product. Last I checked, the penetration for Silverlight is much lower than Flash, but it does have features that appeal to some businesses.
Which of these technologies you learn is really dependent upon what you need to do. Best of luck to you!