Such as the hamburg vhdl archive have some very good tutorial sections and one even walks you through the design of a simple processor.I would start off by looking at those and seeing if you can follow the example code, also I would say that the best thing you can do is download a copy of modelsim as that will allow you to simulate designs and see what is going on,Dont be put off by the very high cost of a full copy of modelsim as you dont need the full version,you just need an evaluation copy which will let you play and get you started.if you buy a board from xilinx or altera then you are going to get a lot of documantation and examples and so on to look at so i wouldnt worry too much about some of the concerns discussed here untill you are a little more experianced.Remember that both xilinx and altera and most other vendors design software is designed to meet the needs of pretty much everyone without too much handholding,the are huge downloads but you can have them sent to you on a CD.
Basically I would say go for it and worry about the details later.
The on-line tutorials i think will help you more than a book which you might find is expensive and doesnt cover stuff needed by a beginner, and prolly goes into too much detail about obscure stuff that you dont need to know at this stage.
thats my input anyway.